-67.4%
AMC vs XHB
+30.5%
-97.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.4% | +3.8% |
| 7D | +2.3% | -1.3% | +3.6% | +3.0% |
| 30D | -0.7% | -6.9% | +6.1% | +3.4% |
| 3M | +35.2% | -1.3% | +36.5% | +34.7% |
| 6M | +124.6% | -6.8% | +131.4% | +131.2% |
| YTD | +69.9% | +0.7% | +69.1% | +68.5% |
| 1Y | -2.6% | -11.2% | +8.7% | +2.6% |
| All | -67.4% | +30.5% | -97.8% | -73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling