+217.7%
XLF vs AMC
-98.8%
+316.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +0.9% |
| 7D | +2.7% | +3.5% | -0.8% | +2.6% |
| 30D | +7.6% | +12.5% | -4.8% | +7.3% |
| 3M | +1.1% | +23.6% | -22.5% | +0.5% |
| 6M | +15.9% | +144.4% | -128.5% | +12.8% |
| YTD | +8.4% | +108.3% | -99.9% | +5.8% |
| 1Y | +12.5% | +38.9% | -26.4% | +10.7% |
| 3Y | +81.6% | -58.9% | +140.4% | +81.1% |
| 5Y | +59.3% | -99.2% | +158.4% | +67.6% |
| All | +217.7% | -98.8% | +316.5% | +202.3% |
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 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