+140.7%
XRT vs AMC
-98.1%
+238.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.7% |
| 7D | +0.8% | +2.3% | -1.5% | +0.6% |
| 30D | -4.2% | -0.7% | -3.4% | -4.2% |
| 3M | +5.1% | +35.2% | -30.1% | +1.6% |
| 6M | +2.4% | +124.6% | -122.2% | -5.4% |
| YTD | +3.2% | +69.9% | -66.7% | -2.9% |
| 1Y | +1.5% | -2.6% | +4.1% | -0.6% |
| 3Y | +40.6% | -79.8% | +120.3% | +46.2% |
| 5Y | -1.0% | -99.4% | +98.4% | +22.2% |
| 10Y | +128.4% | -98.9% | +227.3% | +119.3% |
| All | +140.7% | -98.1% | +238.8% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling