+1,111.0%
AMAT vs XLP
+129.4%
+981.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.8% | -12.8% | -13.0% |
| 7D | -24.3% | +3.5% | -27.8% | -26.6% |
| 30D | -39.8% | +11.6% | -51.3% | -45.6% |
| 3M | -40.2% | +7.6% | -47.8% | -44.6% |
| 6M | -22.1% | +10.0% | -32.1% | -31.1% |
| YTD | +24.7% | +19.7% | +4.9% | +0.3% |
| 1Y | +33.3% | +23.5% | +9.8% | +3.5% |
| 3Y | +133.9% | +44.0% | +89.9% | +45.7% |
| 5Y | +117.1% | +42.7% | +74.4% | +36.6% |
| All | +1,111.0% | +129.4% | +981.6% | +384.4% |
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