+50.7%
XRT vs AMC
-71.5%
+122.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.7% | -1.9% |
| 7D | +0.9% | +2.6% | -1.7% | +0.6% |
| 30D | +7.9% | +9.0% | -1.1% | +7.1% |
| 3M | -0.2% | +22.2% | -22.4% | -2.0% |
| 6M | +5.6% | +91.5% | -85.9% | -1.7% |
| YTD | +5.7% | +101.3% | -95.6% | -2.7% |
| 1Y | +14.6% | +20.8% | -6.2% | +9.8% |
| 3Y | +50.7% | -71.3% | +122.0% | +75.3% |
| All | +50.7% | -71.5% | +122.1% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling