+2,658.6%
AMAT vs XME
+169.9%
+2,488.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.9% | +2.5% |
| 7D | -14.7% | -4.5% | -10.2% | -12.3% |
| 30D | -36.1% | -10.9% | -25.2% | -31.8% |
| 3M | -36.9% | -15.3% | -21.6% | -31.1% |
| 6M | -22.2% | -24.6% | +2.4% | -9.0% |
| YTD | +29.9% | -9.6% | +39.6% | +38.6% |
| 1Y | +43.3% | +2.9% | +40.4% | +43.0% |
| 3Y | +142.7% | +86.9% | +55.8% | +79.0% |
| 5Y | +126.2% | +115.2% | +11.0% | +54.3% |
| 10Y | +1,211.7% | +305.7% | +906.0% | +542.4% |
| All | +2,658.6% | +169.9% | +2,488.7% | +1,126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling