+298.2%
XLP vs AMCR
+103.0%
+195.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.8% |
| 7D | -0.5% | -8.5% | +7.9% | +1.2% |
| 30D | +8.3% | +6.8% | +1.6% | +7.0% |
| 3M | +8.7% | -5.0% | +13.7% | +9.7% |
| 6M | +11.2% | +13.9% | -2.7% | +8.2% |
| YTD | +20.0% | +11.2% | +8.8% | +16.8% |
| 1Y | +21.3% | +11.3% | +10.0% | +18.1% |
| 3Y | +43.8% | +15.4% | +28.5% | +37.9% |
| 5Y | +43.3% | -7.7% | +51.1% | +42.6% |
| 10Y | +136.8% | +20.2% | +116.5% | +119.3% |
| All | +298.2% | +103.0% | +195.2% | +269.0% |
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