+62.2%
XRT vs ABCL
-81.2%
+143.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | +1.7% | -3.3% | +5.0% | +2.1% |
| 30D | +7.5% | -7.1% | +14.6% | +7.9% |
| 3M | +2.2% | +4.7% | -2.6% | +0.5% |
| 6M | +14.7% | +140.9% | -126.2% | -1.0% |
| YTD | +7.5% | +236.0% | -228.5% | -12.5% |
| 1Y | +14.1% | +217.4% | -203.3% | -6.5% |
| 3Y | +58.8% | +188.7% | -129.9% | +24.1% |
| 5Y | -3.9% | -23.5% | +19.6% | -16.1% |
| All | +62.2% | -81.2% | +143.3% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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