+117.1%
AMAT vs XRT
-3.3%
+120.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.7% | -11.4% |
| 7D | -24.3% | +2.3% | -26.6% | -25.8% |
| 30D | -39.8% | +9.8% | -49.6% | -44.6% |
| 3M | -40.2% | -0.2% | -40.0% | -40.8% |
| 6M | -22.1% | +8.4% | -30.5% | -28.7% |
| YTD | +24.7% | +7.5% | +17.1% | +14.9% |
| 1Y | +33.3% | +13.2% | +20.1% | +17.5% |
| 3Y | +133.9% | +52.0% | +81.9% | +57.1% |
| 5Y | +117.1% | -3.2% | +120.2% | +109.4% |
| All | +117.1% | -3.3% | +120.4% | +109.4% |
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