+43.3%
AMAT vs XLC
-6.4%
+49.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.3% |
| 7D | -14.7% | +4.9% | -19.6% | -14.0% |
| 30D | -36.1% | -5.8% | -30.3% | -36.7% |
| 3M | -36.9% | -5.4% | -31.4% | -37.5% |
| 6M | -22.2% | -10.2% | -12.0% | -18.1% |
| YTD | +29.9% | -10.2% | +40.1% | +36.4% |
| 1Y | +43.3% | -5.6% | +48.9% | +40.7% |
| All | +43.3% | -6.4% | +49.6% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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