+145.7%
XLK vs AMC
-99.5%
+245.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.5% |
| 7D | +2.3% | -0.8% | +3.1% | +2.3% |
| 30D | -0.1% | -1.2% | +1.1% | -0.1% |
| 3M | +2.1% | +42.2% | -40.1% | -1.3% |
| 6M | +37.2% | +118.8% | -81.6% | +28.1% |
| YTD | +30.8% | +64.1% | -33.3% | +24.2% |
| 1Y | +42.6% | -9.5% | +52.2% | +40.5% |
| 3Y | +121.8% | -64.3% | +186.2% | +123.0% |
| 5Y | +145.7% | -99.5% | +245.1% | +211.4% |
| All | +145.7% | -99.5% | +245.1% | +211.4% |
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