+788.5%
XLK vs ABT
+201.3%
+587.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.9% |
| 7D | +0.2% | -5.9% | +6.1% | +2.9% |
| 30D | -0.6% | -8.1% | +7.4% | +3.0% |
| 3M | +2.6% | +14.5% | -12.0% | -5.2% |
| 6M | +34.0% | -6.3% | +40.2% | +36.1% |
| YTD | +30.7% | -17.1% | +47.8% | +40.6% |
| 1Y | +39.2% | -21.4% | +60.6% | +53.3% |
| 3Y | +120.4% | +5.9% | +114.5% | +97.0% |
| 5Y | +148.8% | -12.8% | +161.6% | +148.2% |
| All | +788.5% | +201.3% | +587.2% | +367.3% |
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