+247.2%
AMAT vs XLP
+32.7%
+214.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | -1.5% | -1.0% | -0.5% | -1.2% |
| 30D | -14.8% | -0.9% | -13.9% | -14.7% |
| 3M | -9.3% | +3.8% | -13.1% | -12.4% |
| 6M | +27.4% | -1.7% | +29.1% | +27.0% |
| YTD | +77.6% | +10.3% | +67.3% | +63.1% |
| 1Y | +188.9% | +7.8% | +181.1% | +168.8% |
| 3Y | +202.3% | +27.2% | +175.1% | +133.4% |
| All | +247.2% | +32.7% | +214.5% | +164.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling