+126.7%
AMAT vs XYL
-21.3%
+148.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +5.6% |
| 7D | -14.7% | +5.9% | -20.6% | -18.1% |
| 30D | -36.1% | -3.9% | -32.2% | -36.2% |
| 3M | -36.9% | -18.7% | -18.2% | -29.3% |
| 6M | -22.2% | -16.9% | -5.3% | -15.2% |
| YTD | +29.9% | -27.4% | +57.3% | +55.6% |
| 1Y | +43.3% | -34.0% | +77.3% | +84.5% |
| 3Y | +142.7% | +5.6% | +137.1% | +117.2% |
| All | +126.7% | -21.3% | +148.0% | +144.4% |
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