-22.2%
AMAT vs XLF
+10.9%
-33.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.0% |
| 7D | -14.7% | +1.2% | -15.9% | -12.6% |
| 30D | -36.1% | +6.3% | -42.4% | -31.8% |
| 3M | -36.9% | -0.8% | -36.1% | -36.4% |
| 6M | -22.2% | +11.0% | -33.2% | -10.6% |
| All | -22.2% | +10.9% | -33.1% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling