+56.3%
XLV vs AMC
-59.1%
+115.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.6% |
| 7D | +2.2% | +3.5% | -1.3% | +2.1% |
| 30D | +8.6% | +12.5% | -3.9% | +8.4% |
| 3M | +12.6% | +23.6% | -11.0% | +12.2% |
| 6M | +29.8% | +144.4% | -114.6% | +27.5% |
| YTD | +23.5% | +108.3% | -84.8% | +21.5% |
| 1Y | +25.7% | +38.9% | -13.2% | +24.3% |
| 3Y | +56.3% | -58.9% | +115.2% | +57.3% |
| All | +56.3% | -59.1% | +115.4% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling