+281.9%
XLU vs AMCR
+93.5%
+188.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -1.6% | -6.3% | +4.7% | -0.1% |
| 30D | -3.3% | -7.8% | +4.5% | -1.6% |
| 3M | -3.2% | +7.5% | -10.7% | -5.1% |
| 6M | -7.0% | +2.7% | -9.6% | -8.2% |
| YTD | +0.6% | +6.0% | -5.4% | -1.8% |
| 1Y | +2.4% | +7.8% | -5.3% | -0.6% |
| 3Y | +46.3% | +5.8% | +40.5% | +41.1% |
| 5Y | +44.0% | -11.6% | +55.6% | +44.2% |
| 10Y | +140.1% | +14.6% | +125.4% | +116.9% |
| All | +281.9% | +93.5% | +188.4% | +243.1% |
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