+61.4%
AMAT vs XLU
+0.7%
+60.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.3% |
| 7D | -11.2% | +2.6% | -13.8% | -11.5% |
| 30D | -31.9% | +9.1% | -41.0% | -33.2% |
| 3M | -32.3% | -0.4% | -31.9% | -31.8% |
| 6M | -5.4% | -4.7% | -0.7% | -2.6% |
| YTD | +44.3% | +4.3% | +40.0% | +38.9% |
| 1Y | +61.4% | +1.0% | +60.4% | +57.9% |
| All | +61.4% | +0.7% | +60.7% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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