+247.2%
AMAT vs XLC
+38.0%
+209.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +5.5% |
| 7D | -1.5% | -0.8% | -0.7% | -0.7% |
| 30D | -14.8% | +1.0% | -15.8% | -16.3% |
| 3M | -9.3% | -0.7% | -8.6% | -10.5% |
| 6M | +27.4% | -5.1% | +32.5% | +32.1% |
| YTD | +77.6% | -4.3% | +81.8% | +81.9% |
| 1Y | +188.9% | -0.6% | +189.5% | +183.3% |
| 3Y | +202.3% | +72.7% | +129.6% | +59.0% |
| All | +247.2% | +38.0% | +209.2% | +150.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling