+259.7%
XRT vs AMCR
+100.2%
+159.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | -11.5% | -4.0% |
| 3Y | +40.6% | +6.9% | +33.6% | +34.2% |
| 5Y | -1.0% | -10.5% | +9.5% | +0.6% |
| 10Y | +128.4% | +20.9% | +107.5% | +103.5% |
| All | +259.7% | +100.2% | +159.4% | +213.2% |
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