+207.4%
ALAB vs XLC
+33.5%
+173.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.8% | +5.8% |
| 7D | -26.3% | +4.9% | -31.2% | -30.4% |
| 30D | -50.1% | -5.8% | -44.3% | -46.4% |
| 3M | -42.5% | -5.4% | -37.0% | -39.3% |
| 6M | -10.8% | -10.2% | -0.7% | 0.0% |
| YTD | +14.6% | -10.2% | +24.8% | +27.2% |
| 1Y | +17.1% | -5.6% | +22.7% | +18.9% |
| All | +207.4% | +33.5% | +173.9% | +71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling