+199.4%
XLB vs AMC
-97.7%
+297.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.7% | -0.8% |
| 7D | -1.5% | +2.6% | -4.1% | -1.6% |
| 30D | +6.1% | +9.0% | -3.0% | +5.8% |
| 3M | 0.0% | +22.2% | -22.1% | -0.5% |
| 6M | 0.0% | +91.5% | -91.5% | -1.9% |
| YTD | +16.0% | +101.3% | -85.3% | +13.5% |
| 1Y | +24.7% | +20.8% | +4.0% | +23.3% |
| 3Y | +40.4% | -71.3% | +111.7% | +41.0% |
| 5Y | +30.7% | -99.2% | +129.9% | +36.7% |
| 10Y | +173.3% | -98.7% | +272.0% | +176.6% |
| All | +199.4% | -97.7% | +297.2% | +170.1% |
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