-10.7%
AMAT vs XLRE
+2.2%
-12.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.0% | +6.1% |
| 7D | +7.0% | -1.2% | +8.1% | +4.8% |
| 30D | -20.6% | +6.4% | -27.0% | -13.4% |
| 3M | -24.8% | +2.0% | -26.8% | -23.5% |
| 6M | -10.7% | +1.8% | -12.5% | -9.6% |
| All | -10.7% | +2.2% | -12.9% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling