+5,701.0%
AMAT vs XLY
+1,135.1%
+4,565.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +5.7% |
| 7D | -1.5% | -2.0% | +0.5% | +0.5% |
| 30D | -14.8% | -3.1% | -11.7% | -12.3% |
| 3M | -9.3% | -1.8% | -7.5% | -8.2% |
| 6M | +27.4% | -0.9% | +28.3% | +27.8% |
| YTD | +77.6% | -3.4% | +81.0% | +83.0% |
| 1Y | +188.9% | -1.5% | +190.5% | +192.5% |
| 3Y | +202.3% | +38.8% | +163.5% | +114.8% |
| 5Y | +248.9% | +30.5% | +218.4% | +168.3% |
| 10Y | +1,585.2% | +215.3% | +1,369.9% | +481.7% |
| All | +5,701.0% | +1,135.1% | +4,565.9% | +386.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling