+147.1%
AMAT vs XEL
+51.5%
+95.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.7% |
| 7D | +11.4% | +2.4% | +8.9% | +11.2% |
| 30D | -17.0% | +8.3% | -25.3% | -17.4% |
| 3M | -30.6% | +4.2% | -34.8% | -30.7% |
| 6M | -14.9% | +3.7% | -18.7% | -15.1% |
| YTD | +44.7% | +13.1% | +31.6% | +43.4% |
| 1Y | +66.9% | +5.0% | +61.9% | +66.3% |
| 3Y | +153.3% | +55.0% | +98.3% | +141.9% |
| All | +147.1% | +51.5% | +95.6% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling