+512.7%
XLY vs AMCR
+93.5%
+419.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | -1.7% | -6.3% | +4.6% | +0.1% |
| 30D | -4.2% | -7.8% | +3.6% | -2.0% |
| 3M | -2.7% | +7.5% | -10.2% | -4.9% |
| 6M | -0.6% | +2.7% | -3.3% | -1.9% |
| YTD | -5.0% | +6.0% | -11.1% | -7.5% |
| 1Y | -4.1% | +7.8% | -11.9% | -7.2% |
| 3Y | +33.6% | +5.8% | +27.8% | +28.5% |
| 5Y | +28.7% | -11.6% | +40.3% | +30.2% |
| 10Y | +219.6% | +14.6% | +205.0% | +190.6% |
| All | +512.7% | +93.5% | +419.2% | +449.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling