+132.8%
AMAT vs XLP
+43.9%
+88.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.8% | -12.8% | -14.0% |
| 7D | -24.3% | +3.5% | -27.8% | -22.7% |
| 30D | -39.8% | +11.6% | -51.3% | -36.2% |
| 3M | -40.2% | +7.6% | -47.8% | -37.4% |
| 6M | -22.1% | +10.0% | -32.1% | -17.8% |
| YTD | +24.7% | +19.7% | +4.9% | +30.9% |
| 1Y | +33.3% | +23.5% | +9.8% | +39.4% |
| All | +132.8% | +43.9% | +88.9% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling