+1,069.1%
XLK vs AMC
-97.6%
+1,166.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.3% |
| 7D | +7.0% | +8.4% | -1.4% | +6.8% |
| 30D | -11.5% | +9.2% | -20.6% | -11.7% |
| 3M | -7.9% | +32.0% | -39.9% | -8.7% |
| 6M | -0.6% | +149.3% | -149.8% | -3.7% |
| YTD | +21.1% | +114.1% | -93.0% | +17.6% |
| 1Y | +18.8% | +35.8% | -16.9% | +16.8% |
| 3Y | +97.3% | -58.3% | +155.6% | +96.6% |
| 5Y | +115.5% | -99.2% | +214.7% | +127.2% |
| 10Y | +723.7% | -98.8% | +822.5% | +771.7% |
| All | +1,069.1% | -97.6% | +1,166.7% | +974.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling