+193.6%
ABT vs XYZ
+655.2%
-461.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.8% |
| 7D | -1.3% | -1.1% | -0.2% | -1.2% |
| 30D | +6.0% | +11.5% | -5.5% | +4.4% |
| 3M | -1.9% | +1.8% | -3.7% | -2.3% |
| 6M | +31.2% | +21.2% | +10.0% | +27.2% |
| YTD | -11.2% | +29.9% | -41.2% | -15.4% |
| 1Y | -14.0% | +35.8% | -49.7% | -18.6% |
| 3Y | +20.7% | +62.6% | -41.9% | +6.0% |
| 5Y | -6.7% | -62.8% | +56.1% | -3.2% |
| 10Y | +226.3% | +612.0% | -385.7% | +111.1% |
| All | +193.6% | +655.2% | -461.6% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling