+1,321.9%
AMAT vs XLRE
+112.9%
+1,209.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.8% |
| 7D | +11.4% | +0.8% | +10.5% | +10.8% |
| 30D | -17.0% | +6.9% | -24.0% | -21.4% |
| 3M | -30.6% | -0.8% | -29.8% | -30.4% |
| 6M | -14.9% | +2.1% | -17.0% | -17.9% |
| YTD | +44.7% | +12.6% | +32.1% | +28.6% |
| 1Y | +66.9% | +12.5% | +54.4% | +48.4% |
| 3Y | +153.3% | +44.2% | +109.1% | +76.3% |
| 5Y | +146.2% | +9.1% | +137.1% | +120.3% |
| All | +1,321.9% | +112.9% | +1,209.0% | +692.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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