+37.7%
XLC vs AMC
-99.4%
+137.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.4% |
| 7D | -0.8% | +2.3% | -3.2% | -1.0% |
| 30D | +1.0% | -0.7% | +1.8% | +1.0% |
| 3M | -0.7% | +35.2% | -35.9% | -3.1% |
| 6M | -5.1% | +124.6% | -129.7% | -10.6% |
| YTD | -4.3% | +69.9% | -74.2% | -8.5% |
| 1Y | -0.6% | -2.6% | +2.0% | -2.1% |
| 3Y | +72.7% | -79.8% | +152.5% | +79.7% |
| All | +37.7% | -99.4% | +137.1% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling