+1,036.4%
XLK vs AMC
-97.5%
+1,133.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.2% |
| 7D | -4.3% | +5.5% | -9.8% | -4.5% |
| 30D | -15.0% | +16.1% | -31.1% | -15.4% |
| 3M | -9.2% | +43.0% | -52.2% | -10.2% |
| 6M | -3.5% | +130.7% | -134.2% | -6.3% |
| YTD | +17.7% | +121.8% | -104.0% | +14.2% |
| 1Y | +14.9% | +40.7% | -25.8% | +12.8% |
| 3Y | +91.8% | -56.8% | +148.6% | +90.9% |
| 5Y | +113.1% | -99.1% | +212.1% | +124.2% |
| 10Y | +703.1% | -98.7% | +801.8% | +743.4% |
| All | +1,036.4% | -97.5% | +1,133.9% | +943.1% |
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 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