+53.5%
ALAB vs XYL
-36.2%
+89.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | +16.3% | -3.7% | +20.0% | +15.4% |
| 30D | -26.1% | -8.3% | -17.8% | -27.0% |
| 3M | -31.3% | -21.4% | -9.8% | -30.1% |
| 6M | -1.0% | -12.9% | +11.9% | -6.1% |
| YTD | +33.3% | -30.1% | +63.4% | +32.3% |
| 1Y | +53.5% | -35.2% | +88.7% | +72.1% |
| All | +53.5% | -36.2% | +89.8% | +72.1% |
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