-11.0%
AMAT vs XE
-63.2%
+52.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.4% |
| 7D | +11.4% | +6.2% | +5.1% | +9.8% |
| 30D | -17.0% | -4.8% | -12.2% | -16.5% |
| 3M | -30.6% | -51.3% | +20.6% | -21.8% |
| 6M | -14.9% | -64.2% | +49.3% | -3.4% |
| All | -11.0% | -63.2% | +52.2% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3y: compounded portfolio wealth divided by compounded XE 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…
3y analysis · Full analysis span regression · 6 months rolling