+1,315.3%
AMAT vs XLB
+173.6%
+1,141.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.9% | +9.5% | +9.2% |
| 7D | -1.1% | -1.4% | +0.3% | +0.8% |
| 30D | -26.9% | +7.1% | -34.0% | -32.6% |
| 3M | -31.2% | +0.6% | -31.8% | -32.2% |
| 6M | -14.7% | +3.5% | -18.2% | -19.0% |
| YTD | +44.7% | +18.2% | +26.5% | +17.6% |
| 1Y | +62.0% | +25.6% | +36.3% | +22.3% |
| 3Y | +165.0% | +46.7% | +118.3% | +67.1% |
| 5Y | +147.1% | +30.9% | +116.2% | +81.9% |
| 10Y | +1,315.3% | +167.7% | +1,147.5% | +426.4% |
| All | +1,315.3% | +173.6% | +1,141.7% | +426.4% |
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