+183.8%
ABT vs XYZ
+615.2%
-431.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -2.2% |
| 7D | -3.1% | +2.9% | -6.0% | -3.5% |
| 30D | -2.1% | +1.4% | -3.5% | -2.4% |
| 3M | +17.4% | +14.6% | +2.9% | +15.0% |
| 6M | -2.4% | +20.8% | -23.2% | -5.4% |
| YTD | -14.2% | +23.1% | -37.3% | -17.5% |
| 1Y | -18.3% | +5.6% | -24.0% | -20.2% |
| 3Y | +11.5% | +50.9% | -39.4% | -1.2% |
| 5Y | -9.9% | -68.6% | +58.7% | -4.1% |
| 10Y | +204.4% | +580.0% | -375.6% | +98.4% |
| All | +183.8% | +615.2% | -431.4% | +84.9% |
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