+3,189.9%
AMAT vs XLRE
+112.0%
+3,078.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.9% |
| 7D | -1.5% | -1.2% | -0.3% | -0.6% |
| 30D | -14.8% | -2.8% | -12.0% | -13.0% |
| 3M | -9.3% | -0.2% | -9.1% | -10.5% |
| 6M | +27.4% | +1.9% | +25.4% | +23.4% |
| YTD | +77.6% | +10.6% | +67.0% | +60.9% |
| 1Y | +188.9% | +8.8% | +180.1% | +164.7% |
| 3Y | +202.3% | +31.5% | +170.8% | +130.0% |
| 5Y | +248.9% | +6.6% | +242.3% | +219.0% |
| 10Y | +1,585.2% | +84.0% | +1,501.2% | +914.4% |
| All | +3,189.9% | +112.0% | +3,078.0% | +1,719.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling