+147.1%
AMAT vs XLI
+69.5%
+77.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.1% |
| 7D | +11.4% | +3.8% | +7.6% | +5.4% |
| 30D | -17.0% | +1.0% | -18.1% | -17.4% |
| 3M | -30.6% | -8.9% | -21.7% | -18.4% |
| 6M | -14.9% | -2.3% | -12.7% | -8.5% |
| YTD | +44.7% | +9.7% | +35.0% | +31.8% |
| 1Y | +66.9% | +12.3% | +54.6% | +47.0% |
| 3Y | +153.3% | +71.5% | +81.8% | +19.6% |
| All | +147.1% | +69.5% | +77.6% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling