+2,303.2%
AMAT vs XHB
+172.9%
+2,130.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +5.2% |
| 7D | -14.7% | +1.3% | -16.0% | -15.6% |
| 30D | -36.1% | +7.8% | -43.9% | -39.6% |
| 3M | -36.9% | -5.5% | -31.4% | -35.2% |
| 6M | -22.2% | -2.6% | -19.6% | -21.5% |
| YTD | +29.9% | +0.4% | +29.6% | +28.2% |
| 1Y | +43.3% | -1.0% | +44.2% | +42.5% |
| 3Y | +142.7% | +37.3% | +105.4% | +92.0% |
| 5Y | +126.2% | +33.7% | +92.5% | +83.8% |
| 10Y | +1,211.7% | +256.9% | +954.8% | +509.1% |
| All | +2,303.2% | +172.9% | +2,130.3% | +820.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling