+126.6%
XLC vs AMC
-97.7%
+224.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.5% | +11.9% | -0.3% |
| 7D | +3.1% | 0.0% | +3.1% | +3.1% |
| 30D | -6.5% | +4.4% | -11.0% | -6.7% |
| 3M | -5.6% | +15.4% | -20.9% | -6.0% |
| 6M | -9.2% | +93.7% | -102.9% | -10.9% |
| YTD | -10.6% | +97.4% | -108.0% | -12.4% |
| 1Y | -6.9% | +23.2% | -30.1% | -7.9% |
| 3Y | +59.9% | -71.3% | +131.1% | +60.6% |
| 5Y | +34.7% | -99.3% | +133.9% | +40.3% |
| All | +126.6% | -97.7% | +224.3% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling