+188.3%
AMAT vs XLRE
+7.6%
+180.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -1.1% |
| 7D | +6.9% | -0.7% | +7.7% | +6.7% |
| 30D | -10.1% | -2.2% | -7.9% | -10.7% |
| 3M | -6.0% | -2.6% | -3.4% | -7.0% |
| 6M | +38.6% | +2.6% | +36.1% | +32.7% |
| YTD | +83.1% | +9.3% | +73.8% | +72.0% |
| 1Y | +188.3% | +7.2% | +181.1% | +170.7% |
| All | +188.3% | +7.6% | +180.7% | +170.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling