-56.2%
AMC vs XLRE
+44.8%
-101.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +5.5% | +2.1% | +3.4% | +4.3% |
| 30D | +16.1% | +7.1% | +9.0% | +11.0% |
| 3M | +43.0% | +1.3% | +41.7% | +42.1% |
| 6M | +130.7% | +2.1% | +128.6% | +126.5% |
| YTD | +121.8% | +13.1% | +108.6% | +103.5% |
| 1Y | +40.7% | +11.9% | +28.7% | +30.1% |
| All | -56.2% | +44.8% | -101.0% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling