+3,972.9%
AMAT vs XLB
+824.9%
+3,148.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.7% | -11.1% |
| 7D | -24.3% | -0.4% | -23.9% | -24.0% |
| 30D | -39.8% | +5.2% | -45.0% | -42.4% |
| 3M | -40.2% | -0.1% | -40.0% | -40.4% |
| 6M | -22.1% | +2.4% | -24.5% | -24.1% |
| YTD | +24.7% | +16.9% | +7.8% | +9.0% |
| 1Y | +33.3% | +25.0% | +8.2% | +10.0% |
| 3Y | +133.9% | +40.7% | +93.2% | +77.2% |
| 5Y | +117.1% | +31.6% | +85.4% | +78.4% |
| 10Y | +1,158.7% | +175.3% | +983.4% | +515.7% |
| All | +3,972.9% | +824.9% | +3,148.0% | +738.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling