+268.9%
AMAT vs XLRE
+8.1%
+260.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.0% | +4.0% |
| 7D | +7.0% | -0.3% | +7.3% | +7.2% |
| 30D | -12.2% | -2.4% | -9.8% | -10.9% |
| 3M | -3.8% | +0.6% | -4.4% | -5.5% |
| 6M | +45.9% | +3.9% | +42.0% | +39.3% |
| YTD | +84.6% | +10.5% | +74.1% | +68.3% |
| 1Y | +193.4% | +8.4% | +185.0% | +170.8% |
| 3Y | +228.1% | +32.8% | +195.3% | +147.6% |
| 5Y | +268.9% | +7.0% | +261.9% | +239.6% |
| All | +268.9% | +8.1% | +260.9% | +239.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling