+177.5%
XLP vs AMC
-98.1%
+275.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -0.8% |
| 7D | -1.0% | +2.3% | -3.3% | -1.0% |
| 30D | -0.9% | -0.7% | -0.1% | -0.9% |
| 3M | +3.8% | +35.2% | -31.4% | +3.5% |
| 6M | -1.7% | +124.6% | -126.3% | -2.4% |
| YTD | +10.3% | +69.9% | -59.6% | +9.7% |
| 1Y | +7.8% | -2.6% | +10.4% | +7.6% |
| 3Y | +27.2% | -79.8% | +107.0% | +27.6% |
| 5Y | +32.5% | -99.4% | +131.9% | +34.5% |
| 10Y | +101.8% | -98.9% | +200.7% | +105.1% |
| All | +177.5% | -98.1% | +275.6% | +158.4% |
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