+247.2%
AMAT vs XLI
+81.3%
+165.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +3.7% |
| 7D | -1.5% | -1.1% | -0.5% | +0.2% |
| 30D | -14.8% | -5.9% | -8.8% | -6.0% |
| 3M | -9.3% | -0.3% | -9.0% | -7.0% |
| 6M | +27.4% | +0.1% | +27.3% | +30.5% |
| YTD | +77.6% | +13.6% | +64.0% | +51.0% |
| 1Y | +188.9% | +17.2% | +171.8% | +135.6% |
| 3Y | +202.3% | +68.2% | +134.1% | +45.1% |
| All | +247.2% | +81.3% | +165.9% | +53.1% |
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 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