+147.1%
AMAT vs XLRE
+9.5%
+137.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.5% | +9.9% | +10.4% |
| 7D | -1.1% | +2.3% | -3.4% | -2.4% |
| 30D | -26.9% | +7.3% | -34.2% | -30.3% |
| 3M | -31.2% | +0.1% | -31.3% | -31.3% |
| 6M | -14.7% | +2.3% | -17.0% | -17.3% |
| YTD | +44.7% | +13.3% | +31.4% | +29.4% |
| 1Y | +62.0% | +12.0% | +50.0% | +46.0% |
| 3Y | +165.0% | +45.5% | +119.5% | +83.8% |
| 5Y | +147.1% | +9.3% | +137.8% | +127.5% |
| All | +147.1% | +9.5% | +137.6% | +127.5% |
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