+203.0%
AMAT vs XYL
+8.6%
+194.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.4% | +5.7% |
| 7D | -1.5% | -5.0% | +3.5% | +1.9% |
| 30D | -14.8% | -13.2% | -1.6% | -6.4% |
| 3M | -9.3% | -3.7% | -5.6% | -8.7% |
| 6M | +27.4% | -17.7% | +45.1% | +44.0% |
| YTD | +77.6% | -21.5% | +99.1% | +105.7% |
| 1Y | +188.9% | -24.5% | +213.4% | +244.8% |
| All | +203.0% | +8.6% | +194.5% | +188.7% |
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 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