+29.5%
XLB vs AMC
+38.0%
-8.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.3% | -4.8% | +2.3% |
| 7D | +3.9% | +17.7% | -13.8% | +3.4% |
| 30D | +8.9% | +26.2% | -17.3% | +8.1% |
| 3M | +4.1% | +31.3% | -27.2% | +3.2% |
| 6M | +7.3% | +142.8% | -135.5% | +3.0% |
| YTD | +20.4% | +125.6% | -105.3% | +15.4% |
| 1Y | +29.5% | +40.2% | -10.7% | +29.2% |
| All | +29.5% | +38.0% | -8.5% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling