+1,425.2%
AMAT vs XRT
+145.8%
+1,279.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.1% | +6.1% |
| 7D | +7.0% | -1.4% | +8.4% | +8.5% |
| 30D | -20.6% | +9.8% | -30.4% | -26.4% |
| 3M | -24.8% | +3.3% | -28.0% | -27.3% |
| 6M | -10.7% | +13.6% | -24.3% | -20.5% |
| YTD | +54.3% | +9.1% | +45.2% | +41.8% |
| 1Y | +73.7% | +15.1% | +58.7% | +53.2% |
| 3Y | +168.4% | +59.9% | +108.5% | +82.3% |
| 5Y | +167.6% | -1.7% | +169.3% | +158.7% |
| 10Y | +1,425.2% | +141.1% | +1,284.1% | +526.5% |
| All | +1,425.2% | +145.8% | +1,279.3% | +526.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling