+44.8%
XLP vs AMCR
+14.2%
+30.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.5% | -2.4% | +4.9% | +3.1% |
| 30D | +7.3% | +3.6% | +3.7% | +6.6% |
| 3M | +8.1% | -4.2% | +12.3% | +9.0% |
| 6M | +10.5% | +15.5% | -5.0% | +7.2% |
| YTD | +21.2% | +9.7% | +11.4% | +18.3% |
| 1Y | +22.7% | +8.3% | +14.4% | +20.1% |
| 3Y | +44.8% | +15.4% | +29.4% | +40.5% |
| All | +44.8% | +14.2% | +30.6% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling