+152.6%
XRT vs AMC
-98.6%
+251.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.3% | -4.6% | +3.1% |
| 7D | +2.5% | +6.6% | -4.1% | +2.0% |
| 30D | +10.3% | +14.1% | -3.8% | +9.2% |
| 3M | +2.4% | +31.3% | -28.9% | +0.1% |
| 6M | +10.0% | +126.7% | -116.7% | +1.9% |
| YTD | +9.5% | +117.9% | -108.4% | +1.2% |
| 1Y | +17.2% | +41.1% | -23.9% | +11.6% |
| 3Y | +62.0% | -61.0% | +122.9% | +62.0% |
| 5Y | -2.1% | -99.1% | +97.1% | +17.0% |
| 10Y | +152.6% | -98.7% | +251.2% | +127.7% |
| All | +152.6% | -98.6% | +251.2% | +127.7% |
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