+58.1%
XLE vs ABT
+22.5%
+35.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.1% |
| 7D | -12.0% | +3.5% | -15.5% | -12.2% |
| 30D | -2.7% | +12.0% | -14.8% | -3.4% |
| 3M | +6.6% | +2.5% | +4.1% | +6.4% |
| 6M | +9.5% | +29.1% | -19.5% | +7.4% |
| YTD | +40.6% | -10.1% | +50.6% | +42.4% |
| 1Y | +43.6% | -9.8% | +53.4% | +45.5% |
| 3Y | +58.1% | +23.3% | +34.8% | +57.4% |
| All | +58.1% | +22.5% | +35.5% | +57.4% |
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