+65.2%
ALAB vs XYL
-23.4%
+88.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.0% | +11.8% | +10.2% |
| 7D | +7.2% | -5.0% | +12.3% | +8.5% |
| 30D | -2.5% | -13.2% | +10.7% | +0.7% |
| 3M | -13.3% | -3.7% | -9.6% | -16.1% |
| 6M | +172.8% | -17.7% | +190.5% | +185.0% |
| YTD | +86.6% | -21.5% | +108.1% | +92.1% |
| 1Y | +65.2% | -24.5% | +89.6% | +81.1% |
| All | +65.2% | -23.4% | +88.5% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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