+4,612.7%
AMAT vs XLE
+1,019.6%
+3,593.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.7% | +1.5% | -0.8% |
| 7D | -11.2% | -7.2% | -4.0% | -7.8% |
| 30D | -31.9% | +0.1% | -32.0% | -32.2% |
| 3M | -32.3% | +9.2% | -41.5% | -35.9% |
| 6M | -5.4% | +8.4% | -13.8% | -10.8% |
| YTD | +44.3% | +44.9% | -0.6% | +15.4% |
| 1Y | +61.4% | +49.9% | +11.5% | +26.4% |
| 3Y | +170.6% | +61.1% | +109.5% | +102.5% |
| 5Y | +156.4% | +163.4% | -6.9% | +42.7% |
| 10Y | +1,356.4% | +181.4% | +1,175.0% | +634.0% |
| All | +4,612.7% | +1,019.6% | +3,593.0% | +989.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling