+1,370.8%
AMAT vs XME
+270.2%
+1,100.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.9% |
| 7D | -2.5% | -0.2% | -2.3% | -1.7% |
| 30D | -26.5% | -9.2% | -17.4% | -20.8% |
| 3M | -28.6% | -17.8% | -10.8% | -18.0% |
| 6M | -14.2% | -20.0% | +5.8% | +1.0% |
| YTD | +45.5% | -6.6% | +52.1% | +54.0% |
| 1Y | +59.3% | +1.8% | +57.6% | +58.9% |
| 3Y | +153.1% | +98.7% | +54.4% | +58.6% |
| 5Y | +158.2% | +123.9% | +34.2% | +45.3% |
| 10Y | +1,370.8% | +277.9% | +1,092.9% | +421.7% |
| All | +1,370.8% | +270.2% | +1,100.6% | +421.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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