+422.3%
XLF vs ABT
+934.8%
-512.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | 0.0% | -3.7% | +3.7% | +1.7% |
| 30D | +0.2% | +2.5% | -2.3% | -1.0% |
| 3M | +11.7% | +20.2% | -8.5% | +2.0% |
| 6M | +13.8% | -2.9% | +16.7% | +14.1% |
| YTD | +7.0% | -11.9% | +18.9% | +11.6% |
| 1Y | +9.1% | -16.5% | +25.7% | +16.5% |
| 3Y | +75.6% | +12.1% | +63.5% | +60.1% |
| 5Y | +66.4% | -7.4% | +73.8% | +64.2% |
| 10Y | +250.3% | +210.7% | +39.6% | +88.6% |
| All | +422.3% | +934.8% | -512.6% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling