+24.5%
ALAB vs XYL
-30.7%
+55.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.0% | -9.4% | -3.4% |
| 7D | -24.9% | +14.5% | -39.4% | -23.0% |
| 30D | -38.4% | -1.3% | -37.0% | -38.3% |
| 3M | -38.3% | -17.0% | -21.3% | -35.8% |
| 6M | +10.9% | -11.3% | +22.3% | +9.8% |
| YTD | +34.2% | -25.0% | +59.2% | +34.7% |
| 1Y | +24.5% | -31.5% | +56.1% | +43.7% |
| All | +24.5% | -30.7% | +55.2% | +43.7% |
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