+16.8%
XLI vs AMC
-6.9%
+23.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.4% |
| 7D | +1.0% | -0.8% | +1.8% | +1.0% |
| 30D | -5.8% | -1.2% | -4.7% | -5.8% |
| 3M | +0.7% | +42.2% | -41.5% | -1.4% |
| 6M | +3.2% | +118.8% | -115.6% | -2.9% |
| YTD | +13.0% | +64.1% | -51.1% | +8.3% |
| 1Y | +16.8% | -9.5% | +26.3% | +15.5% |
| All | +16.8% | -6.9% | +23.7% | +15.5% |
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