+150.8%
XRT vs AMC
-97.8%
+248.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -12.5% | +9.7% | -1.9% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +9.8% | +4.4% | +5.4% | +9.3% |
| 3M | -0.2% | +15.4% | -15.5% | -1.6% |
| 6M | +8.4% | +93.7% | -85.3% | +1.3% |
| YTD | +7.5% | +97.4% | -89.9% | -0.2% |
| 1Y | +13.2% | +23.2% | -10.0% | +8.7% |
| 3Y | +52.0% | -71.3% | +123.3% | +55.5% |
| 5Y | -3.2% | -99.3% | +96.1% | +17.7% |
| 10Y | +157.1% | -98.7% | +255.8% | +145.0% |
| All | +150.8% | -97.8% | +248.6% | +110.7% |
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 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