+61.4%
AMAT vs XRT
+18.0%
+43.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.5% | -8.8% | -4.6% |
| 7D | -11.2% | +8.0% | -19.2% | -13.1% |
| 30D | -31.9% | +13.0% | -44.9% | -34.8% |
| 3M | -32.3% | +1.7% | -34.0% | -31.7% |
| 6M | -5.4% | +12.6% | -18.0% | -12.8% |
| YTD | +44.3% | +10.7% | +33.6% | +33.2% |
| 1Y | +61.4% | +18.4% | +43.0% | +41.0% |
| All | +61.4% | +18.0% | +43.4% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling