+1,315.3%
AMAT vs XME
+294.4%
+1,020.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.5% | +5.9% | +7.5% |
| 7D | -1.1% | +0.9% | -2.0% | -1.1% |
| 30D | -26.9% | -7.3% | -19.6% | -22.3% |
| 3M | -31.2% | -14.8% | -16.4% | -23.0% |
| 6M | -14.7% | -18.4% | +3.7% | -1.0% |
| YTD | +44.7% | -4.7% | +49.4% | +51.0% |
| 1Y | +62.0% | +5.7% | +56.2% | +57.4% |
| 3Y | +165.0% | +104.0% | +61.0% | +63.2% |
| 5Y | +147.1% | +122.4% | +24.7% | +39.6% |
| 10Y | +1,315.3% | +285.4% | +1,029.9% | +395.9% |
| All | +1,315.3% | +294.4% | +1,020.9% | +395.9% |
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