+153.1%
AMAT vs XME
+99.4%
+53.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +2.2% |
| 7D | -2.5% | -0.2% | -2.3% | -1.7% |
| 30D | -26.5% | -9.2% | -17.4% | -20.1% |
| 3M | -28.6% | -17.8% | -10.8% | -16.7% |
| 6M | -14.2% | -20.0% | +5.8% | +2.2% |
| YTD | +45.5% | -6.6% | +52.1% | +54.0% |
| 1Y | +59.3% | +1.8% | +57.6% | +58.1% |
| 3Y | +153.1% | +98.7% | +54.4% | +55.8% |
| All | +153.1% | +99.4% | +53.7% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling