+1,370.8%
AMAT vs XYZ
+610.2%
+760.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.7% |
| 7D | -2.5% | +12.6% | -15.1% | -6.9% |
| 30D | -26.5% | +10.8% | -37.3% | -29.6% |
| 3M | -28.6% | +8.4% | -36.9% | -31.4% |
| 6M | -14.2% | +14.3% | -28.6% | -20.0% |
| YTD | +45.5% | +31.5% | +14.0% | +27.0% |
| 1Y | +59.3% | +28.1% | +31.2% | +39.9% |
| 3Y | +153.1% | +66.2% | +86.9% | +84.7% |
| 5Y | +158.2% | -62.3% | +220.5% | +196.9% |
| 10Y | +1,370.8% | +634.6% | +736.2% | +417.6% |
| All | +1,370.8% | +610.2% | +760.6% | +417.6% |
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