+1,158.6%
XLK vs AMC
-98.1%
+1,256.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.6% |
| 7D | +0.9% | +2.3% | -1.5% | +0.8% |
| 30D | +0.7% | -0.7% | +1.5% | +0.7% |
| 3M | -2.9% | +35.2% | -38.1% | -4.1% |
| 6M | +34.3% | +124.6% | -90.3% | +30.4% |
| YTD | +30.4% | +69.9% | -39.5% | +27.5% |
| 1Y | +43.4% | -2.6% | +45.9% | +42.2% |
| 3Y | +116.8% | -79.8% | +196.6% | +119.5% |
| 5Y | +144.0% | -99.4% | +243.4% | +159.3% |
| 10Y | +778.8% | -98.9% | +877.6% | +813.1% |
| All | +1,158.6% | -98.1% | +1,256.7% | +1,064.8% |
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