+38.2%
AMC vs XYL
-33.6%
+71.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +8.0% |
| 7D | +6.6% | +2.1% | +4.5% | +6.2% |
| 30D | +14.1% | -3.4% | +17.5% | +13.3% |
| 3M | +31.3% | -17.2% | +48.5% | +35.9% |
| 6M | +126.7% | -12.0% | +138.7% | +126.8% |
| YTD | +117.9% | -26.3% | +144.2% | +127.9% |
| All | +38.2% | -33.6% | +71.8% | +72.5% |
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