-14.7%
AMRZ vs XLRE
+9.3%
-24.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -1.9% | -1.2% | -0.7% | -1.1% |
| 30D | -16.9% | -2.8% | -14.1% | -15.4% |
| 3M | -19.2% | -0.2% | -19.0% | -19.2% |
| 6M | -29.3% | +1.9% | -31.2% | -30.8% |
| YTD | -18.0% | +10.6% | -28.5% | -23.6% |
| 1Y | -15.1% | +8.8% | -23.9% | -20.9% |
| All | -14.7% | +9.3% | -24.0% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling