+65.5%
XLF vs AMC
-99.5%
+165.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.2% |
| 7D | +0.2% | -0.8% | +1.0% | +0.2% |
| 30D | -0.5% | -1.2% | +0.6% | -0.5% |
| 3M | +10.6% | +42.2% | -31.6% | +8.2% |
| 6M | +14.3% | +118.8% | -104.5% | +9.2% |
| YTD | +5.5% | +64.1% | -58.6% | +1.9% |
| 1Y | +9.6% | -9.5% | +19.1% | +8.4% |
| 3Y | +75.2% | -64.3% | +139.5% | +75.9% |
| 5Y | +65.5% | -99.5% | +165.0% | +97.9% |
| All | +65.5% | -99.5% | +165.0% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling