+91.3%
AMCR vs XYL
+414.2%
-323.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.7% | -2.4% |
| 7D | -6.3% | +0.8% | -7.1% | -6.6% |
| 30D | -7.1% | -10.8% | +3.7% | -3.6% |
| 3M | +12.7% | -2.5% | +15.2% | +13.6% |
| 6M | +5.2% | -12.2% | +17.3% | +9.8% |
| YTD | +8.1% | -20.1% | +28.1% | +15.9% |
| 1Y | +10.0% | -20.6% | +30.7% | +18.2% |
| 3Y | +6.6% | +17.3% | -10.7% | -0.1% |
| 5Y | -11.4% | -14.5% | +3.1% | -10.7% |
| 10Y | +13.3% | +150.2% | -136.9% | -2.2% |
| All | +91.3% | +414.2% | -323.0% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling