+24.4%
ALAB vs XYL
-35.2%
+59.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.7% |
| 7D | -7.5% | +0.6% | -8.1% | -7.3% |
| 30D | -36.8% | -5.7% | -31.1% | -37.2% |
| 3M | -31.9% | -19.8% | -12.1% | -29.9% |
| 6M | +8.2% | -14.2% | +22.4% | +5.3% |
| YTD | +29.9% | -28.1% | +58.0% | +29.3% |
| 1Y | +24.4% | -35.0% | +59.4% | +41.3% |
| All | +24.4% | -35.2% | +59.6% | +41.3% |
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