+1,370.8%
AMAT vs XLRE
+110.8%
+1,260.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -2.5% | +2.1% | -4.5% | -3.9% |
| 30D | -26.5% | +7.1% | -33.7% | -30.5% |
| 3M | -28.6% | +1.3% | -29.8% | -29.5% |
| 6M | -14.2% | +2.1% | -16.4% | -17.2% |
| YTD | +45.5% | +13.1% | +32.3% | +28.8% |
| 1Y | +59.3% | +11.9% | +47.4% | +42.3% |
| 3Y | +153.1% | +43.7% | +109.4% | +76.8% |
| 5Y | +158.2% | +9.7% | +148.4% | +129.9% |
| 10Y | +1,370.8% | +113.0% | +1,257.8% | +704.7% |
| All | +1,370.8% | +110.8% | +1,260.0% | +704.7% |
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