-14.7%
AMRZ vs XHB
+10.2%
-24.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.1% |
| 7D | -1.9% | -1.3% | -0.6% | -0.9% |
| 30D | -16.9% | -6.9% | -10.1% | -12.5% |
| 3M | -19.2% | -1.3% | -17.9% | -18.4% |
| 6M | -29.3% | -6.8% | -22.5% | -26.4% |
| YTD | -18.0% | +0.7% | -18.7% | -17.9% |
| 1Y | -15.1% | -11.2% | -3.8% | -10.0% |
| All | -14.7% | +10.2% | -24.9% | -14.3% |
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