+106.2%
XLP vs AMCR
+13.3%
+92.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -0.5% |
| 7D | -2.9% | -6.3% | +3.4% | -1.3% |
| 30D | -2.2% | -7.1% | +4.9% | -0.4% |
| 3M | -0.6% | +12.7% | -13.2% | -3.8% |
| 6M | -2.2% | +5.2% | -7.3% | -4.1% |
| YTD | +8.3% | +8.1% | +0.2% | +5.1% |
| 1Y | +5.7% | +10.0% | -4.3% | +2.1% |
| 3Y | +25.7% | +6.6% | +19.1% | +20.6% |
| 5Y | +31.3% | -11.4% | +42.7% | +31.7% |
| 10Y | +106.2% | +13.3% | +92.9% | +84.6% |
| All | +106.2% | +13.3% | +92.9% | +84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling