+167.6%
AMAT vs XYL
-23.5%
+191.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.8% | +7.1% |
| 7D | +7.0% | -5.9% | +12.8% | +11.0% |
| 30D | -20.6% | -7.3% | -13.3% | -18.9% |
| 3M | -24.8% | -22.5% | -2.3% | -13.0% |
| 6M | -10.7% | -14.4% | +3.7% | -5.1% |
| YTD | +54.3% | -29.4% | +83.7% | +88.0% |
| 1Y | +73.7% | -35.6% | +109.3% | +126.9% |
| 3Y | +168.4% | +0.3% | +168.2% | +148.5% |
| 5Y | +167.6% | -22.3% | +189.9% | +188.6% |
| All | +167.6% | -23.5% | +191.1% | +188.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling