-4.7%
XRT vs ABCL
-21.8%
+17.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.5% | -2.6% |
| 7D | +0.9% | -3.2% | +4.1% | +1.1% |
| 30D | +7.9% | -7.4% | +15.4% | +8.5% |
| 3M | -0.2% | +81.9% | -82.1% | -10.8% |
| 6M | +5.6% | +135.7% | -130.1% | -11.5% |
| YTD | +5.7% | +247.4% | -241.7% | -18.5% |
| 1Y | +14.6% | +162.3% | -147.7% | -7.5% |
| 3Y | +50.7% | +165.5% | -114.8% | +12.5% |
| All | -4.7% | -21.8% | +17.1% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling