+193.4%
AMAT vs XLI
+16.9%
+176.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +5.0% |
| 7D | +7.0% | +1.0% | +6.0% | +4.9% |
| 30D | -12.2% | -5.8% | -6.4% | -0.9% |
| 3M | -3.8% | +0.7% | -4.5% | -2.3% |
| 6M | +45.9% | +3.2% | +42.7% | +42.7% |
| YTD | +84.6% | +13.0% | +71.6% | +53.1% |
| 1Y | +193.4% | +16.8% | +176.6% | +131.4% |
| All | +193.4% | +16.9% | +176.5% | +131.4% |
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