+33.4%
XLB vs AMCR
-9.6%
+43.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -3.5% | -5.0% | +1.4% | -1.1% |
| 30D | -4.7% | -8.0% | +3.3% | -0.7% |
| 3M | +2.7% | +14.3% | -11.6% | -4.2% |
| 6M | +2.6% | +5.3% | -2.7% | -1.0% |
| YTD | +12.8% | +7.7% | +5.1% | +6.9% |
| 1Y | +14.0% | +10.8% | +3.1% | +6.1% |
| 3Y | +31.5% | +9.6% | +21.9% | +18.8% |
| 5Y | +33.4% | -10.2% | +43.6% | +37.2% |
| All | +33.4% | -9.6% | +43.0% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling