+273.1%
XRT vs AMCR
+100.3%
+172.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | -0.4% | -4.5% | +4.0% | +1.2% |
| 30D | +7.5% | +4.9% | +2.7% | +5.7% |
| 3M | +2.3% | -4.6% | +6.9% | +4.1% |
| 6M | +12.8% | +15.2% | -2.3% | +7.0% |
| YTD | +7.1% | +9.7% | -2.7% | +2.4% |
| 1Y | +12.3% | +10.5% | +1.8% | +7.1% |
| 3Y | +57.0% | +13.8% | +43.2% | +46.8% |
| 5Y | -4.3% | -9.1% | +4.8% | -3.2% |
| 10Y | +136.7% | +18.6% | +118.1% | +110.8% |
| All | +273.1% | +100.3% | +172.8% | +224.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling