+203.6%
XLP vs AMC
-97.4%
+301.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.3% | -4.0% | +3.3% |
| 7D | +5.9% | +17.7% | -11.9% | +5.8% |
| 30D | +13.5% | +26.2% | -12.7% | +13.3% |
| 3M | +8.4% | +31.3% | -22.9% | +8.2% |
| 6M | +11.5% | +142.8% | -131.2% | +10.7% |
| YTD | +20.6% | +125.6% | -105.0% | +19.7% |
| 1Y | +24.3% | +40.2% | -15.9% | +23.8% |
| 3Y | +45.1% | -67.2% | +112.2% | +45.1% |
| 5Y | +44.6% | -99.1% | +143.7% | +46.5% |
| 10Y | +133.1% | -98.5% | +231.6% | +137.2% |
| All | +203.6% | -97.4% | +301.1% | +182.1% |
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