-97.5%
AMC vs XYL
+241.8%
-339.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +7.4% |
| 7D | +6.6% | +2.1% | +4.5% | +5.5% |
| 30D | +14.1% | -3.4% | +17.5% | +14.7% |
| 3M | +31.3% | -17.2% | +48.5% | +44.4% |
| 6M | +126.7% | -12.0% | +138.7% | +138.3% |
| YTD | +117.9% | -26.3% | +144.2% | +153.7% |
| 1Y | +41.1% | -33.5% | +74.6% | +75.4% |
| 3Y | -61.0% | +6.4% | -67.4% | -65.5% |
| 5Y | -99.1% | -20.9% | -78.2% | -99.1% |
| 10Y | -98.7% | +120.8% | -219.5% | -99.2% |
| All | -97.5% | +241.8% | -339.3% | -98.7% |
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