+33.3%
AMAT vs XLE
+45.4%
-12.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.0% | -10.6% | -14.3% |
| 7D | -24.3% | -10.3% | -14.0% | -27.0% |
| 30D | -39.8% | -3.3% | -36.5% | -40.0% |
| 3M | -40.2% | +8.2% | -48.4% | -37.3% |
| 6M | -22.1% | +5.0% | -27.1% | -18.8% |
| YTD | +24.7% | +40.6% | -15.9% | +36.8% |
| 1Y | +33.3% | +45.0% | -11.8% | +50.9% |
| All | +33.3% | +45.4% | -12.1% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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