+147.1%
AMAT vs XLC
+38.9%
+108.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.5% | +8.9% | +8.9% |
| 7D | -1.1% | +7.1% | -8.1% | -7.5% |
| 30D | -26.9% | -2.7% | -24.2% | -24.9% |
| 3M | -31.2% | -3.2% | -28.0% | -29.8% |
| 6M | -14.7% | -7.7% | -7.1% | -9.9% |
| YTD | +44.7% | -8.0% | +52.7% | +53.3% |
| 1Y | +62.0% | -3.1% | +65.0% | +61.7% |
| 3Y | +165.0% | +64.9% | +100.1% | +46.0% |
| 5Y | +147.1% | +39.5% | +107.6% | +61.7% |
| All | +147.1% | +38.9% | +108.2% | +61.7% |
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 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