+167.6%
AMAT vs XME
+120.6%
+46.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.4% | +5.6% |
| 7D | +7.0% | +1.5% | +5.4% | +6.5% |
| 30D | -20.6% | -7.3% | -13.3% | -15.4% |
| 3M | -24.8% | -17.4% | -7.3% | -13.4% |
| 6M | -10.7% | -21.8% | +11.1% | +7.2% |
| YTD | +54.3% | -6.0% | +60.3% | +62.7% |
| 1Y | +73.7% | +3.8% | +69.9% | +70.9% |
| 3Y | +168.4% | +100.0% | +68.4% | +65.1% |
| 5Y | +167.6% | +116.1% | +51.5% | +55.0% |
| All | +167.6% | +120.6% | +46.9% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling