+227.2%
AMAT vs XLY
+34.6%
+192.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | +0.6% |
| 7D | +6.9% | -2.1% | +9.0% | +9.1% |
| 30D | -10.1% | -6.0% | -4.1% | -4.5% |
| 3M | -6.0% | -2.7% | -3.2% | -4.2% |
| 6M | +38.6% | -1.5% | +40.1% | +39.4% |
| YTD | +83.1% | -5.4% | +88.5% | +92.8% |
| 1Y | +188.3% | -3.8% | +192.2% | +198.5% |
| All | +227.2% | +34.6% | +192.6% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling