+7.6%
XLF vs ABT
-19.6%
+27.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +0.9% |
| 7D | -1.5% | -5.9% | +4.4% | -0.7% |
| 30D | -1.2% | -8.1% | +6.9% | 0.0% |
| 3M | +9.2% | +14.5% | -5.4% | +7.1% |
| 6M | +16.3% | -6.3% | +22.6% | +16.7% |
| YTD | +5.4% | -17.1% | +22.5% | +7.9% |
| 1Y | +7.6% | -21.4% | +29.0% | +11.1% |
| All | +7.6% | -19.6% | +27.2% | +11.1% |
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