+1,321.9%
AMAT vs XME
+260.6%
+1,061.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.2% | -1.6% |
| 7D | +11.4% | +0.3% | +11.0% | +11.4% |
| 30D | -17.0% | -6.1% | -10.9% | -12.5% |
| 3M | -30.6% | -18.6% | -12.0% | -19.7% |
| 6M | -14.9% | -23.9% | +9.0% | +3.7% |
| YTD | +44.7% | -9.3% | +54.0% | +56.5% |
| 1Y | +66.9% | +1.8% | +65.1% | +66.7% |
| 3Y | +153.3% | +93.0% | +60.3% | +62.0% |
| 5Y | +146.2% | +107.0% | +39.2% | +46.1% |
| All | +1,321.9% | +260.6% | +1,061.3% | +413.8% |
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