+292.2%
XLP vs AMCR
+105.2%
+187.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.9% |
| 7D | +0.7% | -5.3% | +6.1% | +1.8% |
| 30D | +10.3% | +8.7% | +1.5% | +8.5% |
| 3M | +6.5% | -3.3% | +9.8% | +7.1% |
| 6M | +8.4% | +15.1% | -6.7% | +5.2% |
| YTD | +18.2% | +12.4% | +5.8% | +14.8% |
| 1Y | +22.4% | +15.8% | +6.6% | +18.2% |
| 3Y | +41.9% | +16.7% | +25.2% | +35.7% |
| 5Y | +40.9% | -5.1% | +45.9% | +39.5% |
| 10Y | +128.4% | +21.5% | +106.8% | +111.1% |
| All | +292.2% | +105.2% | +187.1% | +262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling