+66.9%
AMAT vs XYL
-36.2%
+103.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +11.4% | -3.7% | +15.1% | +12.1% |
| 30D | -17.0% | -8.3% | -8.7% | -16.3% |
| 3M | -30.6% | -21.4% | -9.2% | -24.4% |
| 6M | -14.9% | -12.9% | -2.0% | -15.7% |
| YTD | +44.7% | -30.1% | +74.8% | +58.7% |
| 1Y | +66.9% | -35.2% | +102.0% | +92.7% |
| All | +66.9% | -36.2% | +103.1% | +92.7% |
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