+143.7%
XLC vs AMCR
+22.6%
+121.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | +0.5% | -6.3% | +6.8% | +2.7% |
| 30D | +2.1% | -7.8% | +9.9% | +4.8% |
| 3M | +0.7% | +7.5% | -6.8% | -2.0% |
| 6M | -3.2% | +2.7% | -5.9% | -4.9% |
| YTD | -3.8% | +6.0% | -9.8% | -7.2% |
| 1Y | -2.0% | +7.8% | -9.8% | -6.2% |
| 3Y | +71.4% | +5.8% | +65.6% | +61.4% |
| 5Y | +40.7% | -11.6% | +52.3% | +41.6% |
| All | +143.7% | +22.6% | +121.1% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling