+105.4%
AMT vs XHB
+202.9%
-97.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | +1.5% | -1.9% | +3.4% | +2.2% |
| 30D | +3.7% | -8.3% | +12.1% | +7.1% |
| 3M | -7.2% | -7.1% | 0.0% | -5.3% |
| 6M | -4.2% | -5.3% | +1.1% | -3.4% |
| YTD | +1.9% | -3.2% | +5.1% | +1.6% |
| 1Y | -6.4% | -13.9% | +7.5% | -2.4% |
| 3Y | +7.7% | +24.9% | -17.2% | -6.9% |
| 5Y | -30.9% | +34.5% | -65.4% | -43.6% |
| 10Y | +105.4% | +215.5% | -110.1% | +17.5% |
| All | +105.4% | +202.9% | -97.5% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling