+227.2%
AMAT vs XLV
+32.7%
+194.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +6.9% | -3.7% | +10.6% | +8.7% |
| 30D | -10.1% | -1.1% | -9.0% | -10.0% |
| 3M | -6.0% | +8.2% | -14.2% | -12.1% |
| 6M | +38.6% | +8.9% | +29.7% | +28.9% |
| YTD | +83.1% | +8.5% | +74.6% | +70.5% |
| 1Y | +188.3% | +22.3% | +166.0% | +141.3% |
| All | +227.2% | +32.7% | +194.5% | +162.2% |
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