+188.9%
AMAT vs XLF
+9.9%
+179.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -14.8% | +0.2% | -15.0% | -14.9% |
| 3M | -9.3% | +11.7% | -21.0% | -14.0% |
| 6M | +27.4% | +13.8% | +13.6% | +18.6% |
| YTD | +77.6% | +7.0% | +70.6% | +71.8% |
| 1Y | +188.9% | +9.1% | +179.8% | +174.5% |
| All | +188.9% | +9.9% | +179.1% | +174.5% |
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