+55.7%
XRT vs ABCL
-81.3%
+136.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | -4.2% | +93.1% | -97.3% | -12.8% |
| 3M | +5.1% | +79.4% | -74.3% | -4.3% |
| 6M | +2.4% | +214.9% | -212.5% | -14.5% |
| YTD | +3.2% | +234.2% | -231.0% | -15.3% |
| 1Y | +1.5% | +174.8% | -173.2% | -15.4% |
| 3Y | +40.6% | +104.5% | -63.9% | +15.7% |
| 5Y | -1.0% | -39.0% | +38.0% | -12.3% |
| All | +55.7% | -81.3% | +136.9% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling