+234.4%
XLF vs AMC
-98.6%
+333.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.3% | -6.8% | +1.3% |
| 7D | +0.7% | +6.6% | -5.8% | +0.6% |
| 30D | +6.0% | +14.1% | -8.1% | +5.6% |
| 3M | +1.0% | +31.3% | -30.2% | +0.3% |
| 6M | +14.0% | +126.7% | -112.7% | +11.1% |
| YTD | +7.2% | +117.9% | -110.8% | +4.4% |
| 1Y | +11.6% | +41.1% | -29.5% | +9.8% |
| 3Y | +81.2% | -61.0% | +142.1% | +80.9% |
| 5Y | +57.9% | -99.1% | +157.0% | +65.9% |
| 10Y | +234.4% | -98.7% | +333.1% | +217.0% |
| All | +234.4% | -98.6% | +333.0% | +217.0% |
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