-11.6%
AMCR vs XYL
-16.2%
+4.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -6.3% | +1.2% | -7.5% | -6.8% |
| 30D | -7.8% | -11.9% | +4.1% | -2.4% |
| 3M | +7.5% | -1.5% | +9.1% | +8.2% |
| 6M | +2.7% | -11.9% | +14.6% | +8.5% |
| YTD | +6.0% | -20.6% | +26.6% | +16.5% |
| 1Y | +7.8% | -23.5% | +31.3% | +20.2% |
| 3Y | +5.8% | +14.9% | -9.1% | -4.6% |
| All | -11.6% | -16.2% | +4.6% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling