+530.6%
XLF vs AMCR
+96.6%
+433.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.9% | -5.0% | +2.1% | -1.3% |
| 30D | -1.6% | -8.0% | +6.4% | +0.9% |
| 3M | +9.3% | +14.3% | -5.0% | +4.4% |
| 6M | +14.6% | +5.3% | +9.3% | +11.8% |
| YTD | +4.7% | +7.7% | -3.0% | +0.8% |
| 1Y | +8.6% | +10.8% | -2.2% | +3.4% |
| 3Y | +73.9% | +9.6% | +64.3% | +63.3% |
| 5Y | +65.0% | -10.2% | +75.2% | +65.2% |
| 10Y | +250.4% | +16.5% | +234.0% | +208.4% |
| All | +530.6% | +96.6% | +433.9% | +448.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 all: compounded portfolio wealth divided by compounded AMCR 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…
all analysis · Full analysis span regression · 6 months rolling