+1,315.3%
AMAT vs XLI
+244.3%
+1,071.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.8% | +7.5% | +6.3% |
| 7D | -1.1% | -0.5% | -0.6% | +0.5% |
| 30D | -26.9% | -0.2% | -26.7% | -25.9% |
| 3M | -31.2% | -8.6% | -22.6% | -21.7% |
| 6M | -14.7% | -2.0% | -12.7% | -9.6% |
| YTD | +44.7% | +9.7% | +35.0% | +34.0% |
| 1Y | +62.0% | +11.4% | +50.5% | +47.5% |
| 3Y | +165.0% | +74.2% | +90.8% | +41.4% |
| 5Y | +147.1% | +70.0% | +77.1% | +39.5% |
| 10Y | +1,315.3% | +235.2% | +1,080.0% | +363.7% |
| All | +1,315.3% | +244.3% | +1,071.0% | +363.7% |
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