+247.2%
AMAT vs XEL
+28.0%
+219.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.4% |
| 7D | -1.5% | -1.0% | -0.6% | -1.5% |
| 30D | -14.8% | -1.9% | -12.9% | -14.7% |
| 3M | -9.3% | -1.9% | -7.4% | -9.3% |
| 6M | +27.4% | -7.4% | +34.8% | +27.8% |
| YTD | +77.6% | +4.1% | +73.5% | +76.9% |
| 1Y | +188.9% | +8.0% | +180.9% | +186.8% |
| 3Y | +202.3% | +48.4% | +153.9% | +187.5% |
| All | +247.2% | +28.0% | +219.2% | +245.0% |
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 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