-4.1%
XLY vs AMC
-11.2%
+7.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.7% |
| 7D | -1.7% | -7.2% | +5.5% | -1.4% |
| 30D | -4.2% | -2.8% | -1.4% | -4.1% |
| 3M | -2.7% | +7.9% | -10.6% | -3.6% |
| 6M | -0.6% | +119.6% | -120.3% | -8.8% |
| YTD | -5.0% | +57.7% | -62.7% | -10.7% |
| 1Y | -4.1% | -12.1% | +8.0% | -5.5% |
| All | -4.1% | -11.2% | +7.1% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling