-97.7%
AMC vs XHB
+262.0%
-359.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +3.1% |
| 7D | +2.6% | +1.3% | +1.3% | +1.9% |
| 30D | +9.0% | +7.8% | +1.2% | +3.0% |
| 3M | +22.2% | -5.5% | +27.6% | +28.0% |
| 6M | +91.5% | -2.6% | +94.1% | +94.5% |
| YTD | +101.3% | +0.4% | +100.9% | +99.9% |
| 1Y | +20.8% | -1.0% | +21.8% | +21.1% |
| 3Y | -71.3% | +37.3% | -108.6% | -79.3% |
| 5Y | -99.2% | +33.7% | -133.0% | -99.4% |
| 10Y | -98.7% | +256.9% | -355.6% | -99.6% |
| All | -97.7% | +262.0% | -359.7% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling