+331.1%
XLI vs AMC
-98.1%
+429.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 6M | +0.1% | +124.6% | -124.4% | -2.5% |
| YTD | +13.6% | +69.9% | -56.3% | +11.3% |
| 1Y | +17.2% | -2.6% | +19.8% | +16.3% |
| 3Y | +68.2% | -79.8% | +148.0% | +70.2% |
| 5Y | +80.7% | -99.4% | +180.1% | +92.1% |
| 10Y | +253.3% | -98.9% | +352.1% | +252.8% |
| All | +331.1% | -98.1% | +429.2% | +277.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling