-99.2%
AMC vs XYL
-23.3%
-75.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +3.5% | -3.7% | +7.2% | +6.0% |
| 30D | +12.5% | -8.3% | +20.8% | +16.7% |
| 3M | +23.6% | -21.4% | +45.0% | +42.1% |
| 6M | +144.4% | -12.9% | +157.3% | +157.4% |
| YTD | +108.3% | -30.1% | +138.4% | +155.2% |
| 1Y | +38.9% | -35.2% | +74.0% | +80.5% |
| 3Y | -58.9% | -0.8% | -58.1% | -66.0% |
| All | -99.2% | -23.3% | -75.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling