-80.6%
AMC vs XYL
+8.6%
-89.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.4% | +5.1% |
| 7D | +2.3% | -5.0% | +7.4% | +4.4% |
| 30D | -0.7% | -13.2% | +12.5% | +4.9% |
| 3M | +35.2% | -3.7% | +38.9% | +35.7% |
| 6M | +124.6% | -17.7% | +142.3% | +140.9% |
| YTD | +69.9% | -21.5% | +91.4% | +85.6% |
| 1Y | -2.6% | -24.5% | +21.9% | +8.3% |
| All | -80.6% | +8.6% | -89.1% | -87.8% |
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