+247.2%
AMAT vs XLE
+217.6%
+29.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | -1.5% | +2.2% | -3.7% | -2.4% |
| 30D | -14.8% | +11.8% | -26.6% | -18.5% |
| 3M | -9.3% | +9.8% | -19.1% | -12.8% |
| 6M | +27.4% | +15.6% | +11.8% | +18.4% |
| YTD | +77.6% | +45.3% | +32.3% | +47.8% |
| 1Y | +188.9% | +48.3% | +140.6% | +137.4% |
| 3Y | +202.3% | +55.4% | +146.9% | +141.2% |
| All | +247.2% | +217.6% | +29.6% | +100.4% |
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