+153.2%
AMAT vs XLC
+41.0%
+112.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -2.6% |
| 7D | +19.3% | +3.1% | +16.2% | +16.1% |
| 30D | -17.9% | -4.2% | -13.7% | -14.2% |
| 3M | -30.4% | -2.1% | -28.3% | -29.7% |
| 6M | -11.4% | -6.6% | -4.8% | -7.5% |
| YTD | +48.8% | -7.8% | +56.6% | +57.4% |
| 1Y | +66.0% | -4.1% | +70.1% | +68.1% |
| 3Y | +158.8% | +62.6% | +96.2% | +45.0% |
| 5Y | +153.2% | +39.6% | +113.6% | +64.4% |
| All | +153.2% | +41.0% | +112.2% | +64.4% |
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