+188.9%
AMAT vs XYL
-23.4%
+212.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.4% | +5.5% |
| 7D | -1.5% | -5.0% | +3.5% | +1.4% |
| 30D | -14.8% | -13.2% | -1.6% | -7.7% |
| 3M | -9.3% | -3.7% | -5.6% | -10.7% |
| 6M | +27.4% | -17.7% | +45.1% | +39.9% |
| YTD | +77.6% | -21.5% | +99.1% | +95.1% |
| 1Y | +188.9% | -24.5% | +213.4% | +235.6% |
| All | +188.9% | -23.4% | +212.3% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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