+188.9%
AMAT vs XLI
+18.3%
+170.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +3.5% |
| 7D | -1.5% | -1.1% | -0.5% | +0.6% |
| 30D | -14.8% | -5.9% | -8.8% | -3.5% |
| 3M | -9.3% | -0.3% | -9.0% | -6.2% |
| 6M | +27.4% | +0.1% | +27.3% | +31.4% |
| YTD | +77.6% | +13.6% | +64.0% | +46.2% |
| 1Y | +188.9% | +17.2% | +171.8% | +127.9% |
| All | +188.9% | +18.3% | +170.7% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling