+188.3%
AMAT vs XLU
+6.9%
+181.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.4% |
| 7D | +6.9% | +0.6% | +6.3% | +6.7% |
| 30D | -10.1% | -0.4% | -9.7% | -10.0% |
| 3M | -6.0% | -1.7% | -4.2% | -5.7% |
| 6M | +38.6% | -7.1% | +45.8% | +43.9% |
| YTD | +83.1% | +1.9% | +81.2% | +75.9% |
| 1Y | +188.3% | +6.1% | +182.2% | +186.7% |
| All | +188.3% | +6.9% | +181.5% | +186.7% |
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