+1,707.5%
AMAT vs XLK
+790.2%
+917.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +6.9% | +2.3% | +4.6% | +3.6% |
| 30D | -10.1% | +0.8% | -10.9% | -11.1% |
| 3M | -6.0% | +4.1% | -10.0% | -8.5% |
| 6M | +38.6% | +34.8% | +3.9% | -3.8% |
| YTD | +83.1% | +30.8% | +52.3% | +33.2% |
| 1Y | +188.3% | +42.4% | +146.0% | +88.6% |
| 3Y | +225.3% | +121.8% | +103.5% | +21.8% |
| 5Y | +262.0% | +146.6% | +115.4% | +21.9% |
| 10Y | +1,707.5% | +804.3% | +903.2% | +3.7% |
| All | +1,707.5% | +790.2% | +917.3% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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