+132.8%
AMAT vs XLC
+59.8%
+73.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.6% | -13.0% | -13.1% |
| 7D | -24.3% | +3.1% | -27.4% | -26.1% |
| 30D | -39.8% | -6.5% | -33.2% | -36.5% |
| 3M | -40.2% | -5.6% | -34.6% | -38.1% |
| 6M | -22.1% | -9.2% | -12.9% | -16.8% |
| YTD | +24.7% | -10.6% | +35.2% | +35.2% |
| 1Y | +33.3% | -6.9% | +40.1% | +37.6% |
| All | +132.8% | +59.8% | +73.0% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling