+22.9%
XLY vs AMC
-99.2%
+122.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.2% |
| 7D | +2.0% | +3.5% | -1.5% | +1.8% |
| 30D | +7.6% | +12.5% | -4.9% | +6.6% |
| 3M | +1.5% | +23.6% | -22.1% | -0.3% |
| 6M | +1.5% | +144.4% | -142.9% | -6.7% |
| YTD | +1.1% | +108.3% | -107.2% | -6.5% |
| 1Y | +4.3% | +38.9% | -34.6% | -0.7% |
| 3Y | +51.8% | -58.9% | +110.6% | +52.6% |
| All | +22.9% | -99.2% | +122.1% | +61.6% |
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