-99.4%
AMC vs XYL
-17.7%
-81.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.4% | +5.7% |
| 7D | +2.3% | -5.0% | +7.4% | +5.9% |
| 30D | -0.7% | -13.2% | +12.5% | +9.2% |
| 3M | +35.2% | -3.7% | +38.9% | +36.7% |
| 6M | +124.6% | -17.7% | +142.3% | +153.2% |
| YTD | +69.9% | -21.5% | +91.4% | +97.0% |
| 1Y | -2.6% | -24.5% | +21.9% | +16.1% |
| 3Y | -79.8% | +6.9% | -86.7% | -83.4% |
| All | -99.4% | -17.7% | -81.8% | -99.5% |
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 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