-98.7%
AMC vs XYL
+129.0%
-227.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.2% | +3.3% |
| 7D | +2.6% | +5.9% | -3.3% | -0.8% |
| 30D | +9.0% | -3.9% | +12.9% | +10.0% |
| 3M | +22.2% | -18.7% | +40.9% | +36.5% |
| 6M | +91.5% | -16.9% | +108.3% | +109.3% |
| YTD | +101.3% | -27.4% | +128.6% | +138.1% |
| 1Y | +20.8% | -34.0% | +54.8% | +52.5% |
| 3Y | -71.3% | +5.6% | -76.9% | -75.0% |
| 5Y | -99.2% | -20.6% | -78.7% | -99.2% |
| All | -98.7% | +129.0% | -227.7% | -99.2% |
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