+1,425.2%
AMAT vs XYZ
+637.1%
+788.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.0% |
| 7D | +7.0% | -2.2% | +9.1% | +8.1% |
| 30D | -20.6% | +11.6% | -32.2% | -24.1% |
| 3M | -24.8% | +8.4% | -33.2% | -27.8% |
| 6M | -10.7% | +17.2% | -27.9% | -17.4% |
| YTD | +54.3% | +31.7% | +22.6% | +34.6% |
| 1Y | +73.7% | +30.1% | +43.7% | +51.7% |
| 3Y | +168.4% | +66.4% | +102.0% | +95.8% |
| 5Y | +167.6% | -62.2% | +229.7% | +207.2% |
| 10Y | +1,425.2% | +621.5% | +803.6% | +443.5% |
| All | +1,425.2% | +637.1% | +788.1% | +443.5% |
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