+160.4%
AMAT vs XEL
+52.8%
+107.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.5% |
| 7D | +19.3% | +1.4% | +17.9% | +19.6% |
| 30D | -17.9% | +9.2% | -27.1% | -16.4% |
| 3M | -30.4% | +4.5% | -35.0% | -29.7% |
| 6M | -11.4% | +3.6% | -15.0% | -10.5% |
| YTD | +48.8% | +12.9% | +35.9% | +53.4% |
| 1Y | +66.0% | +4.1% | +61.9% | +67.9% |
| All | +160.4% | +52.8% | +107.6% | +203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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