+12.3%
XLI vs ABT
-13.5%
+25.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +3.8% | -1.3% | +5.0% | +3.9% |
| 30D | +1.0% | +6.0% | -5.0% | +0.6% |
| 3M | -8.9% | -1.9% | -7.0% | -8.7% |
| 6M | -2.3% | +31.2% | -33.5% | -5.8% |
| YTD | +9.7% | -11.2% | +20.9% | +13.2% |
| 1Y | +12.3% | -14.0% | +26.3% | +16.7% |
| All | +12.3% | -13.5% | +25.8% | +16.7% |
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