+4,144.7%
AMAT vs XLK
+1,269.6%
+2,875.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.8% | +2.3% |
| 7D | -14.7% | -8.2% | -6.5% | -4.1% |
| 30D | -36.1% | -18.2% | -17.9% | -16.2% |
| 3M | -36.9% | -11.0% | -25.9% | -25.6% |
| 6M | -22.2% | -2.9% | -19.3% | -15.5% |
| YTD | +29.9% | +14.8% | +15.1% | +15.0% |
| 1Y | +43.3% | +14.5% | +28.7% | +27.6% |
| 3Y | +142.7% | +94.2% | +48.5% | +13.9% |
| 5Y | +126.2% | +104.6% | +21.6% | +2.7% |
| 10Y | +1,211.7% | +690.2% | +521.5% | +15.8% |
| All | +4,144.7% | +1,269.6% | +2,875.1% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling