+67.4%
XLI vs AMC
-71.5%
+138.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -2.8% | +2.6% | -5.4% | -2.9% |
| 30D | -3.1% | +9.0% | -12.1% | -3.3% |
| 3M | -11.7% | +22.2% | -33.9% | -12.4% |
| 6M | -7.6% | +91.5% | -99.0% | -10.1% |
| YTD | +5.7% | +101.3% | -95.6% | +2.2% |
| 1Y | +7.8% | +20.8% | -12.9% | +5.9% |
| 3Y | +67.4% | -71.3% | +138.7% | +73.3% |
| All | +67.4% | -71.5% | +138.8% | +73.3% |
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