+247.2%
AMAT vs XLB
+36.1%
+211.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +4.7% |
| 7D | -1.5% | -1.4% | -0.1% | +0.1% |
| 30D | -14.8% | -0.4% | -14.4% | -14.7% |
| 3M | -9.3% | +2.0% | -11.2% | -12.2% |
| 6M | +27.4% | +1.8% | +25.6% | +24.0% |
| YTD | +77.6% | +16.6% | +61.0% | +45.9% |
| 1Y | +188.9% | +16.9% | +172.0% | +135.8% |
| 3Y | +202.3% | +32.6% | +169.7% | +110.7% |
| All | +247.2% | +36.1% | +211.1% | +142.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling