+1,607.1%
AMAT vs XLV
+175.4%
+1,431.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.6% |
| 7D | +4.2% | -4.4% | +8.5% | +9.2% |
| 30D | -13.5% | -1.4% | -12.1% | -12.9% |
| 3M | -8.6% | +8.9% | -17.4% | -19.6% |
| 6M | +31.6% | +9.1% | +22.5% | +14.8% |
| YTD | +77.3% | +7.9% | +69.4% | +56.4% |
| 1Y | +179.4% | +22.7% | +156.6% | +109.6% |
| 3Y | +215.0% | +31.9% | +183.1% | +112.2% |
| 5Y | +245.8% | +34.9% | +210.9% | +128.1% |
| All | +1,607.1% | +175.4% | +1,431.7% | +469.5% |
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 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