+4,626.7%
AMAT vs XLV
+1,044.1%
+3,582.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -3.3% |
| 7D | +11.4% | +2.2% | +9.2% | +9.0% |
| 30D | -17.0% | +8.6% | -25.6% | -24.1% |
| 3M | -30.6% | +12.6% | -43.2% | -39.7% |
| 6M | -14.9% | +29.8% | -44.7% | -38.3% |
| YTD | +44.7% | +23.5% | +21.2% | +10.7% |
| 1Y | +66.9% | +25.7% | +41.2% | +25.1% |
| 3Y | +153.3% | +56.3% | +97.0% | +47.1% |
| 5Y | +146.2% | +53.1% | +93.1% | +48.4% |
| 10Y | +1,330.3% | +216.7% | +1,113.6% | +311.2% |
| All | +4,626.7% | +1,044.1% | +3,582.6% | +216.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling