+10.2%
XLF vs AMC
+37.4%
-27.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | +1.2% | +8.4% | -7.2% | +0.9% |
| 30D | +6.2% | +9.2% | -3.0% | +5.8% |
| 3M | +0.9% | +32.0% | -31.2% | -0.3% |
| 6M | +13.6% | +149.3% | -135.6% | +6.3% |
| YTD | +7.6% | +114.1% | -106.5% | +0.9% |
| 1Y | +10.2% | +35.8% | -25.6% | +9.5% |
| All | +10.2% | +37.4% | -27.3% | +9.5% |
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