+200.9%
XLB vs AMC
-98.1%
+298.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.7% | -0.4% |
| 7D | -1.4% | +2.3% | -3.7% | -1.4% |
| 30D | -0.4% | -0.7% | +0.4% | -0.4% |
| 3M | +2.0% | +35.2% | -33.2% | +1.0% |
| 6M | +1.8% | +124.6% | -122.7% | -0.5% |
| YTD | +16.6% | +69.9% | -53.3% | +14.5% |
| 1Y | +16.9% | -2.6% | +19.5% | +16.2% |
| 3Y | +32.6% | -79.8% | +112.3% | +33.8% |
| 5Y | +35.6% | -99.4% | +135.0% | +42.6% |
| 10Y | +160.0% | -98.9% | +258.9% | +162.9% |
| All | +200.9% | -98.1% | +298.9% | +172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling