+136.6%
XLU vs AMC
-99.0%
+235.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -1.0% |
| 7D | -1.2% | -7.1% | +5.9% | -1.1% |
| 30D | -2.5% | -1.7% | -0.9% | -2.5% |
| 3M | -2.7% | +13.5% | -16.2% | -2.9% |
| 6M | -7.5% | +112.6% | -120.1% | -8.1% |
| YTD | +0.9% | +51.3% | -50.3% | +0.5% |
| 1Y | +3.3% | -14.5% | +17.8% | +3.2% |
| 3Y | +47.3% | -67.1% | +114.4% | +47.4% |
| 5Y | +44.4% | -99.5% | +143.9% | +46.2% |
| All | +136.6% | -99.0% | +235.6% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling