+40.2%
AMC vs XYL
-30.7%
+70.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.0% | +2.4% | +6.5% |
| 7D | +17.7% | +14.5% | +3.2% | +15.5% |
| 30D | +26.2% | -1.3% | +27.5% | +24.8% |
| 3M | +31.3% | -17.0% | +48.3% | +35.8% |
| 6M | +142.8% | -11.3% | +154.1% | +143.5% |
| YTD | +125.6% | -25.0% | +150.6% | +135.2% |
| 1Y | +40.2% | -31.5% | +71.8% | +64.7% |
| All | +40.2% | -30.7% | +70.9% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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