-31.5%
XYL vs ABCL
+138.2%
-169.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.1% | +5.0% |
| 7D | +14.5% | -10.0% | +24.5% | +14.7% |
| 30D | -1.3% | -10.9% | +9.5% | -1.0% |
| 3M | -17.0% | +101.6% | -118.6% | -20.4% |
| 6M | -11.3% | +167.5% | -178.9% | -18.0% |
| YTD | -25.0% | +259.1% | -284.0% | -33.4% |
| 1Y | -31.5% | +152.2% | -183.7% | -38.6% |
| All | -31.5% | +138.2% | -169.8% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling