+17.2%
XLI vs AMC
-2.6%
+19.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.3% |
| 7D | -1.1% | +2.3% | -3.4% | -1.1% |
| 30D | -5.9% | -0.7% | -5.2% | -6.0% |
| 3M | -0.3% | +35.2% | -35.5% | -1.9% |
| 6M | +0.1% | +124.6% | -124.4% | -5.8% |
| YTD | +13.6% | +69.9% | -56.3% | +8.7% |
| 1Y | +17.2% | -2.6% | +19.8% | +15.1% |
| All | +17.2% | -2.6% | +19.8% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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