+295.4%
XLY vs AMC
-98.2%
+393.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.2% |
| 7D | -2.1% | -6.8% | +4.7% | -1.9% |
| 30D | -6.0% | +1.7% | -7.7% | -6.1% |
| 3M | -2.7% | +26.8% | -29.6% | -3.8% |
| 6M | -1.5% | +117.7% | -119.2% | -4.4% |
| YTD | -5.4% | +57.7% | -63.1% | -7.5% |
| 1Y | -3.8% | -12.5% | +8.6% | -4.4% |
| 3Y | +36.6% | -65.7% | +102.3% | +36.9% |
| 5Y | +27.4% | -99.5% | +126.8% | +36.8% |
| 10Y | +218.2% | -99.0% | +317.2% | +235.2% |
| All | +295.4% | -98.2% | +393.6% | +271.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling