+61.4%
AMAT vs XLP
+24.3%
+37.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.4% | -6.6% | +1.4% |
| 7D | -11.2% | +5.9% | -17.1% | -3.5% |
| 30D | -31.9% | +13.5% | -45.3% | -18.4% |
| 3M | -32.3% | +8.4% | -40.8% | -23.1% |
| 6M | -5.4% | +11.5% | -16.9% | +11.5% |
| YTD | +44.3% | +20.6% | +23.6% | +86.1% |
| 1Y | +61.4% | +24.3% | +37.1% | +114.9% |
| All | +61.4% | +24.3% | +37.1% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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