+27.4%
AMAT vs XLK
+35.5%
-8.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.1% |
| 7D | -1.5% | +0.9% | -2.4% | -3.0% |
| 30D | -14.8% | +0.7% | -15.5% | -15.9% |
| 3M | -9.3% | -2.9% | -6.3% | -4.0% |
| 6M | +27.4% | +34.3% | -6.9% | -17.5% |
| All | +27.4% | +35.5% | -8.1% | -17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling