+42.0%
XLP vs AMC
-99.3%
+141.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.3% |
| 7D | +0.7% | +2.6% | -1.9% | +0.7% |
| 30D | +10.3% | +9.0% | +1.2% | +10.1% |
| 3M | +6.5% | +22.2% | -15.6% | +6.3% |
| 6M | +8.4% | +91.5% | -83.1% | +7.3% |
| YTD | +18.2% | +101.3% | -83.1% | +16.8% |
| 1Y | +22.4% | +20.8% | +1.7% | +21.7% |
| 3Y | +41.9% | -71.3% | +113.2% | +42.6% |
| All | +42.0% | -99.3% | +141.3% | +47.7% |
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