+203.0%
AMAT vs XME
+127.9%
+75.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -19.0% |
| 3M | -9.3% | -7.7% | -1.5% | -4.0% |
| 6M | +27.4% | +1.0% | +26.4% | +26.1% |
| YTD | +77.6% | +14.6% | +62.9% | +59.8% |
| 1Y | +188.9% | +46.0% | +143.0% | +115.0% |
| All | +203.0% | +127.9% | +75.1% | +62.4% |
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