+1,024.7%
XLE vs ABT
+934.8%
+89.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | +2.2% | -3.7% | +5.9% | +3.4% |
| 30D | +11.8% | +2.5% | +9.3% | +10.8% |
| 3M | +9.8% | +20.2% | -10.4% | +2.9% |
| 6M | +15.6% | -2.9% | +18.5% | +15.7% |
| YTD | +45.3% | -11.9% | +57.2% | +49.7% |
| 1Y | +48.3% | -16.5% | +64.9% | +55.3% |
| 3Y | +55.4% | +12.1% | +43.3% | +45.0% |
| 5Y | +216.1% | -7.4% | +223.5% | +209.7% |
| 10Y | +178.4% | +210.7% | -32.3% | +73.3% |
| All | +1,024.7% | +934.8% | +89.9% | +400.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling