+1,162.1%
AMAT vs XHB
+252.6%
+909.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +5.5% |
| 7D | -14.7% | +1.3% | -16.0% | -16.0% |
| 30D | -36.1% | +7.8% | -43.9% | -40.7% |
| 3M | -36.9% | -5.5% | -31.4% | -34.8% |
| 6M | -22.2% | -2.6% | -19.6% | -21.5% |
| YTD | +29.9% | +0.4% | +29.6% | +26.9% |
| 1Y | +43.3% | -1.0% | +44.2% | +41.2% |
| 3Y | +142.7% | +37.3% | +105.4% | +70.7% |
| 5Y | +126.2% | +33.7% | +92.5% | +62.3% |
| All | +1,162.1% | +252.6% | +909.5% | +339.7% |
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