+218.0%
XLE vs ABT
-6.8%
+224.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | +2.2% | -3.7% | +5.9% | +2.7% |
| 30D | +11.8% | +2.5% | +9.3% | +11.4% |
| 3M | +9.8% | +20.2% | -10.4% | +6.9% |
| 6M | +15.6% | -2.9% | +18.5% | +16.1% |
| YTD | +45.3% | -11.9% | +57.2% | +48.0% |
| 1Y | +48.3% | -16.5% | +64.9% | +52.5% |
| 3Y | +55.4% | +12.1% | +43.3% | +50.6% |
| All | +218.0% | -6.8% | +224.8% | +201.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling