+259.7%
XRT vs AMCR
+106.4%
+153.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +0.8% | -1.9% | +2.7% | +1.5% |
| 30D | -4.2% | -4.1% | -0.1% | -2.8% |
| 3M | +5.1% | +21.7% | -16.6% | -2.3% |
| 6M | +2.4% | +1.5% | +0.9% | +1.2% |
| YTD | +3.2% | +13.1% | -9.9% | -2.4% |
| 1Y | +1.5% | +16.5% | -15.0% | -5.1% |
| 3Y | +40.6% | +10.3% | +30.3% | +32.8% |
| 5Y | -1.0% | -7.7% | +6.7% | -0.5% |
| 10Y | +128.4% | +24.6% | +103.8% | +101.2% |
| All | +259.7% | +106.4% | +153.2% | +209.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling