+1,587.5%
AMAT vs XLB
+159.8%
+1,427.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +4.7% |
| 7D | -1.5% | -1.4% | -0.1% | +0.1% |
| 30D | -14.8% | -0.4% | -14.4% | -14.7% |
| 3M | -9.3% | +2.0% | -11.2% | -12.1% |
| 6M | +27.4% | +1.8% | +25.6% | +24.2% |
| YTD | +77.6% | +16.6% | +61.0% | +47.3% |
| 1Y | +188.9% | +16.9% | +172.0% | +138.1% |
| 3Y | +202.3% | +32.6% | +169.7% | +115.5% |
| 5Y | +248.9% | +35.6% | +213.3% | +147.8% |
| All | +1,587.5% | +159.8% | +1,427.7% | +505.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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