-71.3%
AMC vs XYL
+5.2%
-76.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.2% | +2.6% |
| 7D | +2.6% | +5.9% | -3.3% | +1.2% |
| 30D | +9.0% | -3.9% | +12.9% | +9.1% |
| 3M | +22.2% | -18.7% | +40.9% | +29.0% |
| 6M | +91.5% | -16.9% | +108.3% | +99.6% |
| YTD | +101.3% | -27.4% | +128.6% | +119.4% |
| 1Y | +20.8% | -34.0% | +54.8% | +36.7% |
| 3Y | -71.3% | +5.6% | -76.9% | -81.0% |
| All | -71.3% | +5.2% | -76.6% | -81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling