+203.0%
AMAT vs XHB
+26.1%
+177.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.4% | +3.7% |
| 7D | -1.5% | -1.3% | -0.2% | -0.6% |
| 30D | -14.8% | -6.9% | -7.9% | -10.7% |
| 3M | -9.3% | -1.3% | -8.0% | -8.4% |
| 6M | +27.4% | -6.8% | +34.2% | +33.3% |
| YTD | +77.6% | +0.7% | +76.8% | +76.2% |
| 1Y | +188.9% | -11.2% | +200.2% | +210.2% |
| All | +203.0% | +26.1% | +177.0% | +150.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling