+34.1%
XLP vs AMCR
-8.5%
+42.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.0% | -1.9% | +0.8% | -0.5% |
| 30D | -0.9% | -4.1% | +3.2% | +0.2% |
| 3M | +3.8% | +21.7% | -17.9% | -1.7% |
| 6M | -1.7% | +1.5% | -3.2% | -2.5% |
| YTD | +10.3% | +13.1% | -2.9% | +5.7% |
| 1Y | +7.8% | +13.0% | -5.2% | +3.2% |
| 3Y | +27.2% | +6.9% | +20.3% | +21.4% |
| All | +34.1% | -8.5% | +42.6% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling