-99.2%
AMC vs XHB
+28.9%
-128.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.3% |
| 7D | +3.5% | -0.2% | +3.7% | +3.7% |
| 30D | +12.5% | +9.9% | +2.5% | +3.7% |
| 3M | +23.6% | -6.3% | +29.9% | +31.2% |
| 6M | +144.4% | +3.8% | +140.5% | +133.5% |
| YTD | +108.3% | +0.1% | +108.2% | +106.0% |
| 1Y | +38.9% | -0.8% | +39.7% | +38.3% |
| 3Y | -58.9% | +35.6% | -94.5% | -74.2% |
| All | -99.2% | +28.9% | -128.1% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling