+1,315.3%
AMAT vs XLF
+239.3%
+1,076.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.5% | +9.9% | +10.0% |
| 7D | -1.1% | +0.7% | -1.8% | -1.6% |
| 30D | -26.9% | +6.0% | -32.9% | -30.9% |
| 3M | -31.2% | +1.0% | -32.2% | -32.2% |
| 6M | -14.7% | +14.0% | -28.7% | -25.9% |
| YTD | +44.7% | +7.2% | +37.5% | +33.4% |
| 1Y | +62.0% | +11.6% | +50.3% | +43.4% |
| 3Y | +165.0% | +81.2% | +83.8% | +44.1% |
| 5Y | +147.1% | +57.9% | +89.2% | +56.1% |
| 10Y | +1,315.3% | +234.4% | +1,080.8% | +533.5% |
| All | +1,315.3% | +239.3% | +1,076.0% | +533.5% |
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 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