+24.5%
ALAB vs XLC
-5.6%
+30.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.9% | -4.4% |
| 7D | -24.9% | +1.8% | -26.6% | -24.8% |
| 30D | -38.4% | -6.0% | -32.4% | -38.3% |
| 3M | -38.3% | -6.0% | -32.3% | -38.4% |
| 6M | +10.9% | -9.1% | +20.0% | +13.9% |
| YTD | +34.2% | -10.0% | +44.2% | +36.2% |
| 1Y | +24.5% | -5.8% | +30.3% | +14.2% |
| All | +24.5% | -5.6% | +30.1% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling