+1,362.0%
AMAT vs XLB
+164.1%
+1,197.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -2.1% |
| 7D | +19.3% | 0.0% | +19.3% | +19.5% |
| 30D | -17.9% | +5.3% | -23.2% | -22.8% |
| 3M | -30.4% | 0.0% | -30.4% | -30.8% |
| 6M | -11.4% | +1.2% | -12.7% | -13.7% |
| YTD | +48.8% | +16.9% | +31.9% | +22.5% |
| 1Y | +66.0% | +20.9% | +45.1% | +31.2% |
| 3Y | +158.8% | +43.3% | +115.5% | +67.5% |
| 5Y | +153.2% | +28.3% | +124.9% | +90.6% |
| All | +1,362.0% | +164.1% | +1,197.9% | +392.0% |
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