+133.2%
XRT vs AMC
-98.8%
+232.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.6% |
| 7D | +1.7% | +3.5% | -1.8% | +1.5% |
| 30D | +7.5% | +12.5% | -5.0% | +6.5% |
| 3M | +2.2% | +23.6% | -21.4% | +0.3% |
| 6M | +14.7% | +144.4% | -129.7% | +5.6% |
| YTD | +7.5% | +108.3% | -100.8% | -0.4% |
| 1Y | +14.1% | +38.9% | -24.8% | +8.8% |
| 3Y | +58.8% | -58.9% | +117.6% | +58.3% |
| 5Y | -3.9% | -99.2% | +95.3% | +15.2% |
| All | +133.2% | -98.8% | +232.0% | +109.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling