-7.4%
ABT vs XYZ
-63.1%
+55.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.9% |
| 7D | -1.3% | -1.1% | -0.2% | -1.2% |
| 30D | +6.0% | +11.5% | -5.5% | +4.8% |
| 3M | -1.9% | +1.8% | -3.7% | -2.2% |
| 6M | +31.2% | +21.2% | +10.0% | +28.3% |
| YTD | -11.2% | +29.9% | -41.2% | -14.3% |
| 1Y | -14.0% | +35.8% | -49.7% | -17.4% |
| 3Y | +20.7% | +62.6% | -41.9% | +8.6% |
| All | -7.4% | -63.1% | +55.7% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XYZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling