+66.9%
AMAT vs XLC
-2.4%
+69.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.7% |
| 7D | +11.4% | +3.7% | +7.6% | +11.6% |
| 30D | -17.0% | -1.9% | -15.1% | -17.7% |
| 3M | -30.6% | -3.1% | -27.5% | -31.3% |
| 6M | -14.9% | -6.4% | -8.6% | -10.7% |
| YTD | +44.7% | -6.8% | +51.5% | +52.4% |
| 1Y | +66.9% | -1.7% | +68.6% | +61.8% |
| All | +66.9% | -2.4% | +69.3% | +61.8% |
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