+77.6%
XLF vs AMC
-66.7%
+144.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -0.9% |
| 7D | 0.0% | +2.3% | -2.3% | -0.1% |
| 30D | +0.2% | -0.7% | +0.9% | +0.2% |
| 3M | +11.7% | +35.2% | -23.5% | +10.0% |
| 6M | +13.8% | +124.6% | -110.8% | +9.7% |
| YTD | +7.0% | +69.9% | -62.9% | +4.0% |
| 1Y | +9.1% | -2.6% | +11.7% | +7.7% |
| All | +77.6% | -66.7% | +144.3% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling