+188.9%
AMAT vs XLV
+27.5%
+161.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +4.1% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | -14.8% | +4.4% | -19.2% | -14.3% |
| 3M | -9.3% | +13.2% | -22.5% | -11.4% |
| 6M | +27.4% | +10.1% | +17.3% | +26.9% |
| YTD | +77.6% | +11.7% | +65.9% | +75.2% |
| 1Y | +188.9% | +26.9% | +162.0% | +158.5% |
| All | +188.9% | +27.5% | +161.4% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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