+1,162.1%
AMAT vs XLP
+126.4%
+1,035.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +5.2% |
| 7D | -14.7% | +0.7% | -15.4% | -15.4% |
| 30D | -36.1% | +10.3% | -46.4% | -41.7% |
| 3M | -36.9% | +6.5% | -43.4% | -41.1% |
| 6M | -22.2% | +8.4% | -30.6% | -30.4% |
| YTD | +29.9% | +18.2% | +11.7% | +5.6% |
| 1Y | +43.3% | +22.4% | +20.8% | +11.8% |
| 3Y | +142.7% | +41.9% | +100.8% | +52.9% |
| 5Y | +126.2% | +40.9% | +85.4% | +43.8% |
| All | +1,162.1% | +126.4% | +1,035.7% | +409.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling