+247.2%
AMAT vs XRT
-1.0%
+248.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.5% |
| 7D | -1.5% | +0.8% | -2.3% | -2.1% |
| 30D | -14.8% | -4.2% | -10.6% | -12.0% |
| 3M | -9.3% | +5.1% | -14.4% | -14.0% |
| 6M | +27.4% | +2.4% | +25.0% | +23.4% |
| YTD | +77.6% | +3.2% | +74.4% | +70.7% |
| 1Y | +188.9% | +1.5% | +187.4% | +181.4% |
| 3Y | +202.3% | +40.6% | +161.7% | +119.6% |
| All | +247.2% | -1.0% | +248.3% | +232.4% |
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