-98.1%
AMC vs XYL
+264.0%
-362.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.4% | +5.6% |
| 7D | +2.3% | -5.0% | +7.4% | +5.5% |
| 30D | -0.7% | -13.2% | +12.5% | +8.1% |
| 3M | +35.2% | -3.7% | +38.9% | +36.9% |
| 6M | +124.6% | -17.7% | +142.3% | +150.0% |
| YTD | +69.9% | -21.5% | +91.4% | +93.9% |
| 1Y | -2.6% | -24.5% | +21.9% | +13.8% |
| 3Y | -79.8% | +6.9% | -86.7% | -81.8% |
| 5Y | -99.4% | -18.1% | -81.3% | -99.4% |
| 10Y | -98.9% | +134.7% | -233.6% | -99.3% |
| All | -98.1% | +264.0% | -362.0% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling