+43.3%
AMAT vs XLB
+23.8%
+19.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.8% |
| 7D | -14.7% | -1.5% | -13.2% | -13.5% |
| 30D | -36.1% | +6.1% | -42.2% | -38.9% |
| 3M | -36.9% | 0.0% | -36.9% | -36.8% |
| 6M | -22.2% | 0.0% | -22.1% | -22.3% |
| YTD | +29.9% | +16.0% | +13.9% | +14.4% |
| 1Y | +43.3% | +24.7% | +18.5% | +19.0% |
| All | +43.3% | +23.8% | +19.4% | +19.0% |
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 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