+13.6%
AMAT vs XE
-36.4%
+50.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.1% | -4.2% | +2.4% |
| 7D | +7.0% | +4.0% | +3.0% | +6.2% |
| 30D | -12.2% | -15.5% | +3.2% | -9.6% |
| 3M | -3.8% | -14.6% | +10.8% | -3.9% |
| All | +13.6% | -36.4% | +50.0% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling