+45.5%
XLU vs AMC
-99.4%
+145.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +0.9% |
| 7D | +2.1% | -0.8% | +2.9% | +2.1% |
| 30D | -0.4% | -1.2% | +0.8% | -0.4% |
| 3M | +0.5% | +42.2% | -41.7% | -0.3% |
| 6M | -5.8% | +118.8% | -124.6% | -7.5% |
| YTD | +3.1% | +64.1% | -61.0% | +1.7% |
| 1Y | +8.1% | -9.5% | +17.7% | +7.8% |
| 3Y | +50.5% | -64.3% | +114.9% | +50.8% |
| All | +45.5% | -99.4% | +145.0% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling