+43.3%
AMAT vs XLP
+22.3%
+21.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +2.5% |
| 7D | -14.7% | +0.7% | -15.4% | -13.6% |
| 30D | -36.1% | +10.3% | -46.4% | -26.3% |
| 3M | -36.9% | +6.5% | -43.4% | -30.0% |
| 6M | -22.2% | +8.4% | -30.6% | -10.8% |
| YTD | +29.9% | +18.2% | +11.7% | +64.1% |
| 1Y | +43.3% | +22.4% | +20.8% | +88.2% |
| All | +43.3% | +22.3% | +21.0% | +88.2% |
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