+1,370.8%
AMAT vs XHB
+248.4%
+1,122.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +2.7% |
| 7D | -2.5% | +1.2% | -3.6% | -3.3% |
| 30D | -26.5% | +8.9% | -35.4% | -32.3% |
| 3M | -28.6% | -4.2% | -24.4% | -27.0% |
| 6M | -14.2% | +1.4% | -15.6% | -16.3% |
| YTD | +45.5% | +1.2% | +44.3% | +41.2% |
| 1Y | +59.3% | -1.3% | +60.6% | +57.7% |
| 3Y | +153.1% | +36.6% | +116.5% | +79.0% |
| 5Y | +158.2% | +34.3% | +123.9% | +84.6% |
| 10Y | +1,370.8% | +241.1% | +1,129.7% | +375.8% |
| All | +1,370.8% | +248.4% | +1,122.4% | +375.8% |
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