+61.4%
AMAT vs XLV
+34.1%
+27.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.3% | -1.9% |
| 7D | -11.2% | +5.5% | -16.7% | -9.0% |
| 30D | -31.9% | +13.3% | -45.2% | -28.0% |
| 3M | -32.3% | +17.4% | -49.8% | -27.8% |
| 6M | -5.4% | +32.1% | -37.5% | -4.4% |
| YTD | +44.3% | +24.0% | +20.2% | +51.9% |
| 1Y | +61.4% | +32.9% | +28.5% | +66.4% |
| All | +61.4% | +34.1% | +27.2% | +66.4% |
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