+5,701.0%
AMAT vs XLF
+419.1%
+5,281.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.9% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -14.8% | +0.2% | -15.0% | -15.0% |
| 3M | -9.3% | +11.7% | -21.0% | -16.6% |
| 6M | +27.4% | +13.8% | +13.6% | +15.5% |
| YTD | +77.6% | +7.0% | +70.6% | +68.0% |
| 1Y | +188.9% | +9.1% | +179.8% | +169.3% |
| 3Y | +202.3% | +75.6% | +126.7% | +102.4% |
| 5Y | +248.9% | +66.4% | +182.5% | +147.8% |
| 10Y | +1,585.2% | +250.3% | +1,334.9% | +648.9% |
| All | +5,701.0% | +419.1% | +5,281.9% | +1,553.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling