+160.4%
AMAT vs XLI
+72.7%
+87.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -2.0% |
| 7D | +19.3% | +4.3% | +15.0% | +11.5% |
| 30D | -17.9% | +0.5% | -18.4% | -17.5% |
| 3M | -30.4% | -8.6% | -21.8% | -18.1% |
| 6M | -11.4% | -2.3% | -9.1% | -4.4% |
| YTD | +48.8% | +10.1% | +38.7% | +35.0% |
| 1Y | +66.0% | +11.0% | +55.0% | +49.1% |
| All | +160.4% | +72.7% | +87.8% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling