-2.6%
AMC vs XHB
-9.3%
+6.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.4% | +3.6% |
| 7D | +2.3% | -1.3% | +3.6% | +3.3% |
| 30D | -0.7% | -6.9% | +6.1% | +4.7% |
| 3M | +35.2% | -1.3% | +36.5% | +32.9% |
| 6M | +124.6% | -6.8% | +131.4% | +128.7% |
| YTD | +69.9% | +0.7% | +69.1% | +65.5% |
| 1Y | -2.6% | -11.2% | +8.7% | +1.7% |
| All | -2.6% | -9.3% | +6.7% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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