+39.2%
XLK vs AMCR
+9.4%
+29.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | +0.2% | -6.3% | +6.5% | +0.7% |
| 30D | -0.6% | -7.8% | +7.2% | 0.0% |
| 3M | +2.6% | +7.5% | -5.0% | +1.3% |
| 6M | +34.0% | +2.7% | +31.3% | +30.9% |
| YTD | +30.7% | +6.0% | +24.6% | +28.8% |
| 1Y | +39.2% | +7.8% | +31.4% | +40.6% |
| All | +39.2% | +9.4% | +29.8% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling