+117.1%
AMAT vs XLE
+152.1%
-35.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.0% | -10.6% | -12.5% |
| 7D | -24.3% | -10.3% | -14.0% | -21.1% |
| 30D | -39.8% | -3.3% | -36.5% | -39.1% |
| 3M | -40.2% | +8.2% | -48.4% | -42.2% |
| 6M | -22.1% | +5.0% | -27.1% | -24.3% |
| YTD | +24.7% | +40.6% | -15.9% | +4.7% |
| 1Y | +33.3% | +45.0% | -11.8% | +9.9% |
| 3Y | +133.9% | +56.3% | +77.5% | +85.3% |
| 5Y | +117.1% | +152.2% | -35.2% | +33.1% |
| All | +117.1% | +152.1% | -35.0% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling