+15.0%
XYL vs ABCL
-81.3%
+96.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -5.0% | +0.7% | -5.8% | -5.1% |
| 30D | -13.2% | +93.1% | -106.3% | -18.2% |
| 3M | -3.7% | +79.4% | -83.1% | -9.2% |
| 6M | -17.7% | +214.9% | -232.6% | -26.6% |
| YTD | -21.5% | +234.2% | -255.7% | -30.7% |
| 1Y | -24.5% | +174.8% | -199.3% | -32.7% |
| 3Y | +6.9% | +104.5% | -97.5% | -5.9% |
| 5Y | -18.1% | -39.0% | +20.9% | -24.4% |
| All | +15.0% | -81.3% | +96.3% | +10.4% |
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