+7.8%
AMCR vs XHB
-14.9%
+22.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.7% |
| 7D | -6.3% | -4.6% | -1.6% | -3.0% |
| 30D | -7.8% | -9.1% | +1.3% | -1.3% |
| 3M | +7.5% | -8.6% | +16.1% | +14.4% |
| 6M | +2.7% | -4.0% | +6.7% | +4.7% |
| YTD | +6.0% | -3.9% | +10.0% | +8.6% |
| 1Y | +7.8% | -16.5% | +24.3% | +18.4% |
| All | +7.8% | -14.9% | +22.7% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling