+91.3%
AMCR vs XHB
+429.0%
-337.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.1% |
| 7D | -6.3% | -1.9% | -4.4% | -5.5% |
| 30D | -7.1% | -8.3% | +1.2% | -3.8% |
| 3M | +12.7% | -7.1% | +19.8% | +16.2% |
| 6M | +5.2% | -5.3% | +10.4% | +7.7% |
| YTD | +8.1% | -3.2% | +11.3% | +9.8% |
| 1Y | +10.0% | -13.9% | +23.9% | +16.7% |
| 3Y | +6.6% | +24.9% | -18.3% | -3.2% |
| 5Y | -11.4% | +34.5% | -45.9% | -23.3% |
| 10Y | +13.3% | +215.5% | -202.2% | -24.7% |
| All | +91.3% | +429.0% | -337.8% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling