+27.4%
AMAT vs XYL
-16.5%
+43.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.4% | +5.5% |
| 7D | -1.5% | -5.0% | +3.5% | +1.5% |
| 30D | -14.8% | -13.2% | -1.6% | -7.4% |
| 3M | -9.3% | -3.7% | -5.6% | -14.3% |
| 6M | +27.4% | -17.7% | +45.1% | +48.5% |
| All | +27.4% | -16.5% | +43.9% | +48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling