+5.8%
AMCR vs XHB
+23.1%
-17.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.4% |
| 7D | -6.3% | -4.6% | -1.6% | -3.9% |
| 30D | -7.8% | -9.1% | +1.3% | -3.0% |
| 3M | +7.5% | -8.6% | +16.1% | +12.7% |
| 6M | +2.7% | -4.0% | +6.7% | +5.0% |
| YTD | +6.0% | -3.9% | +10.0% | +8.4% |
| 1Y | +7.8% | -16.5% | +24.3% | +17.0% |
| 3Y | +5.8% | +22.6% | -16.8% | -5.9% |
| All | +5.8% | +23.1% | -17.3% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling