+66.0%
AMAT vs XLK
+18.2%
+47.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.2% | -3.0% |
| 7D | +19.3% | +7.0% | +12.3% | +6.8% |
| 30D | -17.9% | -11.5% | -6.5% | +2.0% |
| 3M | -30.4% | -7.9% | -22.5% | -19.1% |
| 6M | -11.4% | -0.6% | -10.9% | -6.7% |
| YTD | +48.8% | +21.1% | +27.6% | +18.4% |
| 1Y | +66.0% | +18.8% | +47.2% | +36.8% |
| All | +66.0% | +18.2% | +47.8% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling