+1,591.4%
AMAT vs XME
+401.2%
+1,190.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -14.8% | +6.0% | -20.8% | -18.5% |
| 3M | -9.3% | -7.7% | -1.5% | -3.9% |
| 6M | +27.4% | +1.0% | +26.4% | +27.1% |
| YTD | +77.6% | +14.6% | +62.9% | +62.4% |
| 1Y | +188.9% | +46.0% | +143.0% | +123.4% |
| 3Y | +202.3% | +127.0% | +75.3% | +72.8% |
| 5Y | +248.9% | +175.8% | +73.1% | +71.0% |
| All | +1,591.4% | +401.2% | +1,190.2% | +419.1% |
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