-5.6%
XLC vs AMC
+24.6%
-30.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.4% |
| 7D | +4.9% | +2.6% | +2.3% | +4.8% |
| 30D | -5.8% | +9.0% | -14.8% | -6.1% |
| 3M | -5.4% | +22.2% | -27.6% | -6.2% |
| 6M | -10.2% | +91.5% | -101.6% | -13.1% |
| YTD | -10.2% | +101.3% | -111.5% | -14.2% |
| 1Y | -5.6% | +20.8% | -26.4% | -3.9% |
| All | -5.6% | +24.6% | -30.2% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling