+251.6%
XLF vs AMC
-99.0%
+350.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.3% |
| 7D | -1.0% | -6.8% | +5.8% | -0.9% |
| 30D | -1.3% | +1.7% | -3.0% | -1.4% |
| 3M | +9.1% | +26.8% | -17.7% | +8.1% |
| 6M | +14.4% | +117.7% | -103.3% | +11.6% |
| YTD | +5.1% | +57.7% | -52.6% | +3.2% |
| 1Y | +8.6% | -12.5% | +21.1% | +8.1% |
| 3Y | +74.4% | -65.7% | +140.2% | +74.6% |
| 5Y | +64.4% | -99.5% | +163.9% | +74.8% |
| 10Y | +251.6% | -99.0% | +350.5% | +234.6% |
| All | +251.6% | -99.0% | +350.6% | +234.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling