+1,315.3%
AMAT vs XYZ
+657.6%
+657.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.6% | +7.8% | +10.1% |
| 7D | -1.1% | +14.9% | -16.0% | -6.2% |
| 30D | -26.9% | +14.7% | -41.6% | -30.8% |
| 3M | -31.2% | +12.1% | -43.3% | -34.7% |
| 6M | -14.7% | +18.3% | -33.0% | -21.4% |
| YTD | +44.7% | +36.1% | +8.6% | +24.8% |
| 1Y | +62.0% | +35.3% | +26.6% | +39.5% |
| 3Y | +165.0% | +73.5% | +91.5% | +90.4% |
| 5Y | +147.1% | -61.6% | +208.7% | +182.8% |
| 10Y | +1,315.3% | +638.0% | +677.3% | +381.7% |
| All | +1,315.3% | +657.6% | +657.7% | +381.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling