+73.0%
XLF vs ABT
+9.1%
+63.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | 0.0% |
| 7D | -2.9% | -5.0% | +2.1% | -1.9% |
| 30D | -1.6% | -5.8% | +4.2% | -0.5% |
| 3M | +9.3% | +16.7% | -7.5% | +5.7% |
| 6M | +14.6% | -5.2% | +19.8% | +15.7% |
| YTD | +4.7% | -16.0% | +20.7% | +8.4% |
| 1Y | +8.6% | -18.3% | +26.9% | +13.1% |
| All | +73.0% | +9.1% | +63.9% | +73.2% |
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 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