+1,162.1%
AMAT vs XLI
+236.0%
+926.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | -14.7% | -2.8% | -11.9% | -11.0% |
| 30D | -36.1% | -3.1% | -33.0% | -32.9% |
| 3M | -36.9% | -11.7% | -25.1% | -24.9% |
| 6M | -22.2% | -7.6% | -14.6% | -11.3% |
| YTD | +29.9% | +5.7% | +24.2% | +26.1% |
| 1Y | +43.3% | +7.8% | +35.4% | +35.9% |
| 3Y | +142.7% | +67.4% | +75.3% | +36.3% |
| 5Y | +126.2% | +64.8% | +61.4% | +33.0% |
| All | +1,162.1% | +236.0% | +926.1% | +378.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling