+248.8%
XLF vs ABT
+201.3%
+47.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +1.2% |
| 7D | -1.5% | -5.9% | +4.4% | +1.1% |
| 30D | -1.2% | -8.1% | +6.9% | +2.4% |
| 3M | +9.2% | +14.5% | -5.4% | +2.2% |
| 6M | +16.3% | -6.3% | +22.6% | +18.7% |
| YTD | +5.4% | -17.1% | +22.5% | +13.1% |
| 1Y | +7.6% | -21.4% | +29.0% | +18.1% |
| 3Y | +74.2% | +5.9% | +68.3% | +62.2% |
| 5Y | +66.1% | -12.8% | +78.9% | +68.0% |
| All | +248.8% | +201.3% | +47.6% | +99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling