+1,321.9%
AMAT vs XLV
+215.3%
+1,106.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -3.3% |
| 7D | +11.4% | +2.2% | +9.2% | +8.9% |
| 30D | -17.0% | +8.6% | -25.6% | -24.3% |
| 3M | -30.6% | +12.6% | -43.2% | -39.9% |
| 6M | -14.9% | +29.8% | -44.7% | -39.4% |
| YTD | +44.7% | +23.5% | +21.2% | +9.2% |
| 1Y | +66.9% | +25.7% | +41.2% | +23.1% |
| 3Y | +153.3% | +56.3% | +97.0% | +38.8% |
| 5Y | +146.2% | +53.1% | +93.1% | +39.9% |
| All | +1,321.9% | +215.3% | +1,106.6% | +269.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling