-20.3%
AMRZ vs XHB
+8.8%
-29.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -0.6% |
| 7D | -4.0% | -2.4% | -1.6% | -2.2% |
| 30D | +12.4% | +7.1% | +5.3% | +6.8% |
| 3M | -11.5% | -6.0% | -5.5% | -7.3% |
| 6M | -21.6% | +2.1% | -23.7% | -22.5% |
| YTD | -23.4% | -0.6% | -22.8% | -22.5% |
| 1Y | -17.2% | -3.3% | -13.9% | -15.1% |
| All | -20.3% | +8.8% | -29.1% | -19.0% |
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