+201.4%
XLP vs AMC
-97.8%
+299.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.5% | +11.7% | -0.7% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +11.6% | +4.4% | +7.1% | +11.5% |
| 3M | +7.6% | +15.4% | -7.7% | +7.5% |
| 6M | +10.0% | +93.7% | -83.7% | +9.4% |
| YTD | +19.7% | +97.4% | -77.7% | +18.9% |
| 1Y | +23.5% | +23.2% | +0.3% | +23.0% |
| 3Y | +44.0% | -71.3% | +115.2% | +44.2% |
| 5Y | +42.7% | -99.3% | +142.0% | +44.7% |
| 10Y | +131.3% | -98.7% | +230.1% | +135.6% |
| All | +201.4% | -97.8% | +299.1% | +180.2% |
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