+137,736.4%
AMAT vs XEL
+1,934.3%
+135,802.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | -1.5% | -1.0% | -0.6% | -1.2% |
| 30D | -14.8% | -1.9% | -12.9% | -14.3% |
| 3M | -9.3% | -1.9% | -7.4% | -9.0% |
| 6M | +27.4% | -7.4% | +34.8% | +29.9% |
| YTD | +77.6% | +4.1% | +73.5% | +74.3% |
| 1Y | +188.9% | +8.0% | +180.9% | +179.4% |
| 3Y | +202.3% | +48.4% | +153.9% | +156.5% |
| 5Y | +248.9% | +27.2% | +221.7% | +209.2% |
| 10Y | +1,585.2% | +146.8% | +1,438.4% | +1,098.4% |
| All | +137,736.4% | +1,934.3% | +135,802.1% | +37,013.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling