+37.8%
XLK vs AMC
-16.3%
+54.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -1.1% |
| 7D | -0.4% | -7.1% | +6.7% | +0.1% |
| 30D | -0.5% | -1.7% | +1.2% | -0.4% |
| 3M | +5.0% | +13.5% | -8.5% | +2.7% |
| 6M | +32.9% | +112.6% | -79.8% | +19.1% |
| YTD | +29.0% | +51.3% | -22.3% | +19.4% |
| 1Y | +37.8% | -14.5% | +52.3% | +34.7% |
| All | +37.8% | -16.3% | +54.2% | +34.7% |
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