-18.3%
AMRZ vs XLRE
+9.2%
-27.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.2% |
| 7D | -2.0% | -0.3% | -1.7% | -1.8% |
| 30D | -9.8% | -2.4% | -7.4% | -8.4% |
| 3M | -17.2% | +0.6% | -17.8% | -17.8% |
| 6M | -26.9% | +3.9% | -30.9% | -29.3% |
| YTD | -21.5% | +10.5% | -32.0% | -26.8% |
| 1Y | -22.9% | +8.4% | -31.3% | -27.9% |
| All | -18.3% | +9.2% | -27.6% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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