+250.2%
XLI vs ABT
+205.4%
+44.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | -2.3% | -5.0% | +2.7% | -0.3% |
| 30D | -8.2% | -5.8% | -2.4% | -6.1% |
| 3M | +0.8% | +16.7% | -16.0% | -6.1% |
| 6M | +0.8% | -5.2% | +6.1% | +2.3% |
| YTD | +10.5% | -16.0% | +26.5% | +17.5% |
| 1Y | +14.1% | -18.3% | +32.4% | +22.5% |
| 3Y | +68.6% | +9.2% | +59.4% | +55.0% |
| 5Y | +80.4% | -11.6% | +91.9% | +80.9% |
| All | +250.2% | +205.4% | +44.7% | +103.0% |
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