+147.1%
AMAT vs XLB
+28.0%
+119.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.5% |
| 7D | +11.4% | +0.5% | +10.8% | +10.9% |
| 30D | -17.0% | +5.2% | -22.2% | -21.8% |
| 3M | -30.6% | +0.3% | -30.9% | -31.2% |
| 6M | -14.9% | +1.2% | -16.1% | -17.1% |
| YTD | +44.7% | +16.6% | +28.0% | +18.5% |
| 1Y | +66.9% | +21.4% | +45.4% | +29.9% |
| 3Y | +153.3% | +43.2% | +110.1% | +59.4% |
| All | +147.1% | +28.0% | +119.1% | +80.4% |
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 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