+1,665.8%
AMAT vs XLU
+139.3%
+1,526.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.5% |
| 7D | +7.0% | +2.1% | +4.9% | +5.7% |
| 30D | -12.2% | -0.4% | -11.8% | -12.1% |
| 3M | -3.8% | +0.5% | -4.3% | -4.4% |
| 6M | +45.9% | -5.8% | +51.7% | +50.2% |
| YTD | +84.6% | +3.1% | +81.5% | +80.0% |
| 1Y | +193.4% | +8.1% | +185.3% | +178.1% |
| 3Y | +228.1% | +50.5% | +177.5% | +148.5% |
| 5Y | +268.9% | +44.7% | +224.2% | +183.8% |
| 10Y | +1,665.8% | +136.8% | +1,528.9% | +972.8% |
| All | +1,665.8% | +139.3% | +1,526.5% | +972.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling