+81.6%
XLF vs ABT
+20.8%
+60.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +2.7% | -1.3% | +3.9% | +2.9% |
| 30D | +7.6% | +6.0% | +1.6% | +6.4% |
| 3M | +1.1% | -1.9% | +2.9% | +1.4% |
| 6M | +15.9% | +31.2% | -15.3% | +9.3% |
| YTD | +8.4% | -11.2% | +19.7% | +11.2% |
| 1Y | +12.5% | -14.0% | +26.5% | +16.2% |
| 3Y | +81.6% | +20.7% | +60.9% | +70.9% |
| All | +81.6% | +20.8% | +60.7% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling