+147.1%
AMAT vs XRT
-1.2%
+148.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.7% | +7.7% | +8.5% |
| 7D | -1.1% | +2.5% | -3.5% | -2.9% |
| 30D | -26.9% | +10.3% | -37.3% | -32.8% |
| 3M | -31.2% | +2.4% | -33.6% | -33.2% |
| 6M | -14.7% | +10.0% | -24.7% | -22.8% |
| YTD | +44.7% | +9.5% | +35.2% | +31.5% |
| 1Y | +62.0% | +17.2% | +44.8% | +39.0% |
| 3Y | +165.0% | +62.0% | +103.0% | +69.0% |
| 5Y | +147.1% | -2.1% | +149.2% | +139.6% |
| All | +147.1% | -1.2% | +148.3% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling