+66.0%
AMAT vs XLB
+21.4%
+44.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -2.5% |
| 7D | +19.3% | 0.0% | +19.3% | +19.5% |
| 30D | -17.9% | +5.3% | -23.2% | -21.0% |
| 3M | -30.4% | 0.0% | -30.4% | -30.1% |
| 6M | -11.4% | +1.2% | -12.7% | -12.5% |
| YTD | +48.8% | +16.9% | +31.9% | +28.6% |
| 1Y | +66.0% | +20.9% | +45.1% | +39.4% |
| All | +66.0% | +21.4% | +44.6% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling