+1,321.9%
AMAT vs XHB
+237.3%
+1,084.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.5% | -3.4% |
| 7D | +11.4% | -0.2% | +11.6% | +11.7% |
| 30D | -17.0% | +9.9% | -27.0% | -24.2% |
| 3M | -30.6% | -6.3% | -24.3% | -27.6% |
| 6M | -14.9% | +3.8% | -18.8% | -18.7% |
| YTD | +44.7% | +0.1% | +44.5% | +41.7% |
| 1Y | +66.9% | -0.8% | +67.7% | +64.5% |
| 3Y | +153.3% | +35.6% | +117.7% | +80.1% |
| 5Y | +146.2% | +29.6% | +116.7% | +81.6% |
| All | +1,321.9% | +237.3% | +1,084.6% | +365.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling