+265.9%
XLP vs AMCR
+100.2%
+165.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.0% | -1.9% | +0.8% | -0.7% |
| 30D | -0.9% | -4.1% | +3.2% | -0.1% |
| 3M | +3.8% | +21.7% | -17.9% | -0.1% |
| 6M | -1.7% | +1.5% | -3.2% | -2.5% |
| YTD | +10.3% | +13.1% | -2.9% | +7.0% |
| 1Y | +7.8% | +13.0% | -5.2% | +4.6% |
| 3Y | +27.2% | +6.9% | +20.3% | +23.7% |
| 5Y | +32.5% | -10.5% | +43.0% | +32.5% |
| 10Y | +101.8% | +20.9% | +80.9% | +87.6% |
| All | +265.9% | +100.2% | +165.7% | +240.1% |
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