+164.2%
XLB vs AMC
-98.8%
+262.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.2% |
| 7D | +0.5% | +3.5% | -3.0% | +0.5% |
| 30D | +5.2% | +12.5% | -7.3% | +4.9% |
| 3M | +0.3% | +23.6% | -23.3% | -0.2% |
| 6M | +1.2% | +144.4% | -143.2% | -1.0% |
| YTD | +16.6% | +108.3% | -91.7% | +14.3% |
| 1Y | +21.4% | +38.9% | -17.4% | +19.9% |
| 3Y | +43.2% | -58.9% | +102.1% | +42.9% |
| 5Y | +28.0% | -99.2% | +127.2% | +32.8% |
| All | +164.2% | -98.8% | +262.9% | +147.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling