+66.9%
AMAT vs XLRE
+11.5%
+55.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | +11.4% | +0.8% | +10.5% | +11.6% |
| 30D | -17.0% | +6.9% | -24.0% | -14.6% |
| 3M | -30.6% | -0.8% | -29.8% | -30.3% |
| 6M | -14.9% | +2.1% | -17.0% | -15.4% |
| YTD | +44.7% | +12.6% | +32.1% | +37.6% |
| 1Y | +66.9% | +12.5% | +54.4% | +59.3% |
| All | +66.9% | +11.5% | +55.3% | +59.3% |
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