+27.4%
AMAT vs XLE
+15.8%
+11.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +3.8% |
| 7D | -1.5% | +2.2% | -3.7% | -0.2% |
| 30D | -14.8% | +11.8% | -26.6% | -8.7% |
| 3M | -9.3% | +9.8% | -19.1% | -2.6% |
| 6M | +27.4% | +15.6% | +11.8% | +37.8% |
| All | +27.4% | +15.8% | +11.5% | +37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling