+153.3%
AMAT vs XLV
+57.1%
+96.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -3.0% |
| 7D | +11.4% | +2.2% | +9.2% | +10.5% |
| 30D | -17.0% | +8.6% | -25.6% | -19.4% |
| 3M | -30.6% | +12.6% | -43.2% | -33.8% |
| 6M | -14.9% | +29.8% | -44.7% | -27.4% |
| YTD | +44.7% | +23.5% | +21.2% | +28.6% |
| 1Y | +66.9% | +25.7% | +41.2% | +46.0% |
| 3Y | +153.3% | +56.3% | +97.0% | +81.4% |
| All | +153.3% | +57.1% | +96.2% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling