+4,612.7%
AMAT vs XLP
+582.4%
+4,030.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.4% | -6.6% | -5.9% |
| 7D | -11.2% | +5.9% | -17.1% | -15.5% |
| 30D | -31.9% | +13.5% | -45.3% | -39.1% |
| 3M | -32.3% | +8.4% | -40.8% | -37.6% |
| 6M | -5.4% | +11.5% | -16.9% | -16.8% |
| YTD | +44.3% | +20.6% | +23.6% | +17.9% |
| 1Y | +61.4% | +24.3% | +37.1% | +28.1% |
| 3Y | +170.6% | +45.1% | +125.5% | +82.5% |
| 5Y | +156.4% | +44.6% | +111.8% | +74.7% |
| 10Y | +1,356.4% | +133.1% | +1,223.3% | +585.3% |
| All | +4,612.7% | +582.4% | +4,030.3% | +999.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling