+9.1%
XLF vs ABT
-16.1%
+25.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | 0.0% | -3.7% | +3.7% | +0.5% |
| 30D | +0.2% | +2.5% | -2.3% | -0.2% |
| 3M | +11.7% | +20.2% | -8.5% | +8.8% |
| 6M | +13.8% | -2.9% | +16.7% | +13.7% |
| YTD | +7.0% | -11.9% | +18.9% | +8.9% |
| 1Y | +9.1% | -16.5% | +25.7% | +12.4% |
| All | +9.1% | -16.1% | +25.3% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling