+142.5%
XLC vs AMCR
+26.9%
+115.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.8% | -1.9% | +1.0% | -0.2% |
| 30D | +1.0% | -4.1% | +5.1% | +2.4% |
| 3M | -0.7% | +21.7% | -22.4% | -7.3% |
| 6M | -5.1% | +1.5% | -6.6% | -6.4% |
| YTD | -4.3% | +13.1% | -17.4% | -9.6% |
| 1Y | -0.6% | +13.0% | -13.6% | -6.2% |
| 3Y | +72.7% | +6.9% | +65.8% | +62.4% |
| 5Y | +38.0% | -10.5% | +48.4% | +38.4% |
| All | +142.5% | +26.9% | +115.6% | +105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling