-99.4%
AMC vs XHB
+37.5%
-137.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.4% | +3.5% |
| 7D | +2.3% | -1.3% | +3.6% | +3.4% |
| 30D | -0.7% | -6.9% | +6.1% | +5.6% |
| 3M | +35.2% | -1.3% | +36.5% | +34.4% |
| 6M | +124.6% | -6.8% | +131.4% | +136.3% |
| YTD | +69.9% | +0.7% | +69.1% | +66.6% |
| 1Y | -2.6% | -11.2% | +8.7% | +6.6% |
| 3Y | -79.8% | +25.3% | -105.1% | -86.2% |
| All | -99.4% | +37.5% | -137.0% | -99.7% |
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 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