+159.8%
XLB vs AMCR
+14.6%
+145.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.1% |
| 7D | -2.8% | -6.3% | +3.4% | +0.2% |
| 30D | -3.1% | -7.8% | +4.7% | +0.7% |
| 3M | -0.2% | +7.5% | -7.7% | -3.8% |
| 6M | +3.1% | +2.7% | +0.4% | +0.8% |
| YTD | +13.3% | +6.0% | +7.2% | +8.5% |
| 1Y | +12.0% | +7.8% | +4.2% | +6.3% |
| 3Y | +31.4% | +5.8% | +25.6% | +23.2% |
| 5Y | +33.9% | -11.6% | +45.5% | +36.8% |
| All | +159.8% | +14.6% | +145.2% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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