-4.1%
XLC vs AMC
+37.4%
-41.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.9% |
| 7D | +3.1% | +8.4% | -5.4% | +2.7% |
| 30D | -4.2% | +9.2% | -13.4% | -4.6% |
| 3M | -2.1% | +32.0% | -34.2% | -3.2% |
| 6M | -6.6% | +149.3% | -155.9% | -10.9% |
| YTD | -7.8% | +114.1% | -121.9% | -12.2% |
| 1Y | -4.1% | +35.8% | -39.9% | -3.0% |
| All | -4.1% | +37.4% | -41.5% | -3.0% |
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