+4,627.3%
AMAT vs XLU
+650.6%
+3,976.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.5% | +9.8% | +10.4% |
| 7D | -1.1% | +0.3% | -1.3% | -1.1% |
| 30D | -26.9% | +5.7% | -32.7% | -29.6% |
| 3M | -31.2% | +1.2% | -32.3% | -31.9% |
| 6M | -14.7% | -0.7% | -14.0% | -15.0% |
| YTD | +44.7% | +4.7% | +40.0% | +39.1% |
| 1Y | +62.0% | +0.4% | +61.5% | +59.9% |
| 3Y | +165.0% | +59.6% | +105.3% | +89.9% |
| 5Y | +147.1% | +52.9% | +94.2% | +79.7% |
| 10Y | +1,315.3% | +153.5% | +1,161.8% | +622.4% |
| All | +4,627.3% | +650.6% | +3,976.8% | +957.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling