+91.8%
XLK vs AMC
-58.9%
+150.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.3% |
| 7D | -4.3% | +5.5% | -9.8% | -4.6% |
| 30D | -15.0% | +16.1% | -31.1% | -15.7% |
| 3M | -9.2% | +43.0% | -52.2% | -11.1% |
| 6M | -3.5% | +130.7% | -134.2% | -9.1% |
| YTD | +17.7% | +121.8% | -104.0% | +10.6% |
| 1Y | +14.9% | +40.7% | -25.8% | +10.3% |
| 3Y | +91.8% | -56.8% | +148.6% | +88.9% |
| All | +91.8% | -58.9% | +150.7% | +88.9% |
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 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