+1,616.4%
AMAT vs XLY
+220.9%
+1,395.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.5% |
| 7D | +0.4% | -1.7% | +2.1% | +2.4% |
| 30D | -16.6% | -4.2% | -12.5% | -12.7% |
| 3M | -17.3% | -2.7% | -14.6% | -15.8% |
| 6M | +30.3% | -0.6% | +31.0% | +29.9% |
| YTD | +78.3% | -5.0% | +83.3% | +87.9% |
| 1Y | +169.8% | -4.1% | +173.9% | +181.3% |
| 3Y | +218.5% | +33.6% | +184.9% | +118.3% |
| 5Y | +247.7% | +28.7% | +219.0% | +150.7% |
| All | +1,616.4% | +220.9% | +1,395.5% | +302.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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