+8.6%
XLF vs AMC
-12.8%
+21.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.3% |
| 7D | -1.0% | -6.8% | +5.8% | -0.8% |
| 30D | -1.3% | +1.7% | -3.0% | -1.4% |
| 3M | +9.1% | +26.8% | -17.7% | +7.0% |
| 6M | +14.4% | +117.7% | -103.3% | +6.9% |
| YTD | +5.1% | +57.7% | -52.6% | 0.0% |
| 1Y | +8.6% | -12.5% | +21.1% | +5.5% |
| All | +8.6% | -12.8% | +21.4% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling