+1,162.1%
AMAT vs XYL
+129.0%
+1,033.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +5.7% |
| 7D | -14.7% | +5.9% | -20.6% | -18.5% |
| 30D | -36.1% | -3.9% | -32.2% | -36.1% |
| 3M | -36.9% | -18.7% | -18.2% | -29.1% |
| 6M | -22.2% | -16.9% | -5.3% | -14.9% |
| YTD | +29.9% | -27.4% | +57.3% | +56.4% |
| 1Y | +43.3% | -34.0% | +77.3% | +85.3% |
| 3Y | +142.7% | +5.6% | +137.1% | +118.9% |
| 5Y | +126.2% | -20.6% | +146.8% | +145.9% |
| All | +1,162.1% | +129.0% | +1,033.1% | +699.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling