+153.3%
AMAT vs XLU
+60.0%
+93.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -2.9% |
| 7D | +11.4% | +2.1% | +9.2% | +10.8% |
| 30D | -17.0% | +5.6% | -22.6% | -18.2% |
| 3M | -30.6% | +0.7% | -31.3% | -30.7% |
| 6M | -14.9% | -0.1% | -14.9% | -15.0% |
| YTD | +44.7% | +5.3% | +39.4% | +42.0% |
| 1Y | +66.9% | +2.2% | +64.7% | +65.3% |
| 3Y | +153.3% | +61.6% | +91.7% | +145.6% |
| All | +153.3% | +60.0% | +93.3% | +145.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling