-3.7%
XLC vs AMC
+43.0%
-46.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.3% |
| 7D | +6.2% | +5.5% | +0.7% | +6.0% |
| 30D | -2.4% | +16.1% | -18.5% | -3.0% |
| 3M | -3.3% | +43.0% | -46.3% | -4.6% |
| 6M | -7.3% | +130.7% | -138.0% | -11.1% |
| YTD | -7.6% | +121.8% | -129.4% | -12.1% |
| 1Y | -3.7% | +40.7% | -44.3% | -3.1% |
| All | -3.7% | +43.0% | -46.7% | -3.1% |
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 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