-12.5%
AMC vs XLRE
+7.6%
-20.1%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.2% |
| 7D | -6.8% | -0.7% | -6.1% | -6.4% |
| 30D | +1.7% | -2.2% | +3.9% | +3.1% |
| 3M | +26.8% | -2.6% | +29.4% | +28.6% |
| 6M | +117.7% | +2.6% | +115.1% | +108.3% |
| YTD | +57.7% | +9.3% | +48.4% | +48.6% |
| 1Y | -12.5% | +7.2% | -19.7% | -16.5% |
| All | -12.5% | +7.6% | -20.1% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling