+52.7%
XLU vs AMC
-99.1%
+151.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | +0.5% | -2.8% | +3.3% | +0.5% |
| 30D | +5.3% | +14.0% | -8.7% | +5.0% |
| 3M | +1.2% | +42.5% | -41.3% | +0.5% |
| 6M | -1.6% | +142.6% | -144.1% | -3.5% |
| YTD | +4.8% | +119.2% | -114.4% | +2.7% |
| 1Y | +0.5% | +40.7% | -40.3% | -0.7% |
| 3Y | +58.9% | -57.3% | +116.2% | +58.9% |
| 5Y | +52.7% | -99.1% | +151.9% | +62.0% |
| All | +52.7% | -99.1% | +151.8% | +62.0% |
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