+71.5%
XLI vs AMC
-59.1%
+130.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.3% |
| 7D | +3.8% | +3.5% | +0.3% | +3.6% |
| 30D | +1.0% | +12.5% | -11.4% | +0.7% |
| 3M | -8.9% | +23.6% | -32.5% | -9.6% |
| 6M | -2.3% | +144.4% | -146.6% | -5.9% |
| YTD | +9.7% | +108.3% | -98.7% | +5.9% |
| 1Y | +12.3% | +38.9% | -26.6% | +9.8% |
| 3Y | +71.5% | -58.9% | +130.3% | +77.7% |
| All | +71.5% | -59.1% | +130.6% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling