-22.2%
AMAT vs XLI
-6.7%
-15.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +3.9% |
| 7D | -14.7% | -2.8% | -11.9% | -7.8% |
| 30D | -36.1% | -3.1% | -33.0% | -30.1% |
| 3M | -36.9% | -11.7% | -25.1% | -12.2% |
| 6M | -22.2% | -7.6% | -14.6% | -0.7% |
| All | -22.2% | -6.7% | -15.5% | -0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling