+30.7%
AMCR vs XYL
-30.7%
+61.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.0% | -1.7% | +1.4% |
| 7D | +6.2% | +14.5% | -8.3% | +0.9% |
| 30D | +16.0% | -1.3% | +17.4% | +15.2% |
| 3M | +4.4% | -17.0% | +21.3% | +12.5% |
| 6M | +35.5% | -11.3% | +46.8% | +41.2% |
| YTD | +21.5% | -25.0% | +46.5% | +28.4% |
| 1Y | +30.7% | -31.5% | +62.3% | +43.3% |
| All | +30.7% | -30.7% | +61.4% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling