+3,184.3%
AMAT vs XHB
+173.9%
+3,010.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.9% |
| 3M | -9.3% | -1.3% | -8.0% | -8.5% |
| 6M | +27.4% | -6.8% | +34.2% | +33.6% |
| YTD | +77.6% | +0.7% | +76.8% | +76.5% |
| 1Y | +188.9% | -11.2% | +200.2% | +210.5% |
| 3Y | +202.3% | +25.3% | +177.0% | +155.5% |
| 5Y | +248.9% | +37.3% | +211.6% | +181.8% |
| 10Y | +1,585.2% | +211.5% | +1,373.7% | +748.7% |
| All | +3,184.3% | +173.9% | +3,010.4% | +1,166.4% |
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