-1.6%
XLY vs AMCR
+22.8%
-24.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.5% | +1.7% | -2.3% |
| 7D | +1.2% | -2.7% | +4.0% | +2.1% |
| 30D | +5.3% | +9.7% | -4.4% | +2.8% |
| 3M | -0.6% | -2.6% | +2.0% | +0.1% |
| 6M | +0.1% | +25.6% | -25.5% | -5.7% |
| YTD | -0.9% | +14.9% | -15.7% | -5.9% |
| 1Y | -1.6% | +20.5% | -22.1% | -6.9% |
| All | -1.6% | +22.8% | -24.4% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling