+54.6%
XLE vs ABT
+12.2%
+42.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | +2.2% | -3.7% | +5.9% | +2.5% |
| 30D | +11.8% | +2.5% | +9.3% | +11.5% |
| 3M | +9.8% | +20.2% | -10.4% | +8.0% |
| 6M | +15.6% | -2.9% | +18.5% | +16.1% |
| YTD | +45.3% | -11.9% | +57.2% | +47.6% |
| 1Y | +48.3% | -16.5% | +64.9% | +51.8% |
| All | +54.6% | +12.2% | +42.4% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 3y: compounded portfolio wealth divided by compounded ABT 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…
3y analysis · Full analysis span regression · 6 months rolling