+20.7%
XLK vs AMC
+38.0%
-17.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.3% | -7.3% | -0.5% |
| 7D | -7.6% | +17.7% | -25.3% | -8.6% |
| 30D | -12.2% | +26.2% | -38.3% | -13.6% |
| 3M | -5.5% | +31.3% | -36.8% | -7.5% |
| 6M | +9.2% | +142.8% | -133.6% | -1.3% |
| YTD | +23.0% | +125.6% | -102.6% | +10.3% |
| 1Y | +20.7% | +40.2% | -19.5% | +15.1% |
| All | +20.7% | +38.0% | -17.3% | +15.1% |
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 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