+153.1%
AMAT vs XYL
+3.5%
+149.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +1.8% |
| 7D | -2.5% | +0.6% | -3.1% | -2.9% |
| 30D | -26.5% | -5.7% | -20.8% | -25.8% |
| 3M | -28.6% | -19.8% | -8.8% | -19.8% |
| 6M | -14.2% | -14.2% | -0.1% | -9.6% |
| YTD | +45.5% | -28.1% | +73.6% | +73.4% |
| 1Y | +59.3% | -35.0% | +94.3% | +105.6% |
| 3Y | +153.1% | +2.1% | +151.0% | +129.2% |
| All | +153.1% | +3.5% | +149.6% | +129.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling