-98.1%
AMC vs XHB
+263.3%
-361.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 3M | +35.2% | -1.3% | +36.5% | +34.8% |
| 6M | +124.6% | -6.8% | +131.4% | +135.8% |
| YTD | +69.9% | +0.7% | +69.1% | +67.8% |
| 1Y | -2.6% | -11.2% | +8.7% | +5.9% |
| 3Y | -79.8% | +25.3% | -105.1% | -84.4% |
| 5Y | -99.4% | +37.3% | -136.7% | -99.6% |
| 10Y | -98.9% | +211.5% | -310.4% | -99.6% |
| All | -98.1% | +263.3% | -361.4% | -99.4% |
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 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