+3,348.1%
AMAT vs XYL
+420.4%
+2,927.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.0% | -12.6% | -12.9% |
| 7D | -24.3% | +10.2% | -34.5% | -29.2% |
| 30D | -39.8% | -4.3% | -35.5% | -39.5% |
| 3M | -40.2% | -17.8% | -22.3% | -33.8% |
| 6M | -22.1% | -13.4% | -8.7% | -17.5% |
| YTD | +24.7% | -25.7% | +50.4% | +45.9% |
| 1Y | +33.3% | -32.7% | +65.9% | +66.7% |
| 3Y | +133.9% | +7.1% | +126.7% | +113.3% |
| 5Y | +117.1% | -18.7% | +135.8% | +132.7% |
| 10Y | +1,158.7% | +138.7% | +1,020.0% | +625.3% |
| All | +3,348.1% | +420.4% | +2,927.6% | +1,270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling