+5,701.0%
AMAT vs XLU
+633.0%
+5,068.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | -1.5% | +0.8% | -2.3% | -2.0% |
| 30D | -14.8% | -1.3% | -13.5% | -14.1% |
| 3M | -9.3% | -1.3% | -7.9% | -8.9% |
| 6M | +27.4% | -7.6% | +35.0% | +33.1% |
| YTD | +77.6% | +2.3% | +75.3% | +73.8% |
| 1Y | +188.9% | +5.8% | +183.2% | +176.7% |
| 3Y | +202.3% | +50.5% | +151.8% | +124.8% |
| 5Y | +248.9% | +44.1% | +204.8% | +164.0% |
| 10Y | +1,585.2% | +138.2% | +1,447.0% | +797.0% |
| All | +5,701.0% | +633.0% | +5,068.0% | +1,220.5% |
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