+1,665.8%
AMAT vs XLF
+246.2%
+1,419.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +5.3% |
| 7D | +7.0% | +0.2% | +6.8% | +6.7% |
| 30D | -12.2% | -0.5% | -11.7% | -12.0% |
| 3M | -3.8% | +10.6% | -14.5% | -13.6% |
| 6M | +45.9% | +14.3% | +31.6% | +26.6% |
| YTD | +84.6% | +5.5% | +79.1% | +73.0% |
| 1Y | +193.4% | +9.6% | +183.8% | +164.5% |
| 3Y | +228.1% | +75.2% | +152.9% | +84.9% |
| 5Y | +268.9% | +65.5% | +203.4% | +123.6% |
| 10Y | +1,665.8% | +246.4% | +1,419.3% | +545.0% |
| All | +1,665.8% | +246.2% | +1,419.6% | +545.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling