-98.9%
AMC vs XYL
+141.5%
-240.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.3% | -5.3% |
| 7D | -0.8% | +1.8% | -2.6% | -2.1% |
| 30D | -1.2% | -9.2% | +8.1% | +4.9% |
| 3M | +42.2% | -0.3% | +42.5% | +40.6% |
| 6M | +118.8% | -11.0% | +129.8% | +132.5% |
| YTD | +64.1% | -19.2% | +83.3% | +84.9% |
| 1Y | -9.5% | -21.2% | +11.7% | +3.5% |
| 3Y | -64.3% | +18.6% | -83.0% | -70.5% |
| 5Y | -99.5% | -14.3% | -85.1% | -99.4% |
| 10Y | -98.9% | +141.0% | -240.0% | -99.3% |
| All | -98.9% | +141.5% | -240.4% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling