+253.9%
XLI vs AMCR
+14.6%
+239.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.7% |
| 7D | -1.7% | -6.3% | +4.6% | +0.9% |
| 30D | -7.3% | -7.8% | +0.5% | -4.3% |
| 3M | -1.3% | +7.5% | -8.9% | -4.7% |
| 6M | +2.2% | +2.7% | -0.5% | +0.2% |
| YTD | +11.7% | +6.0% | +5.7% | +7.3% |
| 1Y | +14.3% | +7.8% | +6.5% | +8.7% |
| 3Y | +70.3% | +5.8% | +64.6% | +59.6% |
| 5Y | +82.3% | -11.6% | +93.9% | +83.6% |
| All | +253.9% | +14.6% | +239.3% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling