+61.4%
AMAT vs XLF
+15.8%
+45.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -3.8% |
| 7D | -11.2% | +5.5% | -16.7% | -12.0% |
| 30D | -31.9% | +9.9% | -41.8% | -33.3% |
| 3M | -32.3% | +2.6% | -35.0% | -32.4% |
| 6M | -5.4% | +15.6% | -21.0% | -11.7% |
| YTD | +44.3% | +9.4% | +34.8% | +40.1% |
| 1Y | +61.4% | +14.7% | +46.6% | +47.8% |
| All | +61.4% | +15.8% | +45.6% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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