+203.0%
AMAT vs XLB
+32.8%
+170.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +4.7% |
| 7D | -1.5% | -1.4% | -0.1% | 0.0% |
| 30D | -14.8% | -0.4% | -14.4% | -14.7% |
| 3M | -9.3% | +2.0% | -11.2% | -11.9% |
| 6M | +27.4% | +1.8% | +25.6% | +24.4% |
| YTD | +77.6% | +16.6% | +61.0% | +48.6% |
| 1Y | +188.9% | +16.9% | +172.0% | +140.4% |
| All | +203.0% | +32.8% | +170.3% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling