+133.7%
AMT vs XHB
+248.4%
-114.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.4% | +1.7% |
| 7D | +1.6% | +1.2% | +0.5% | +1.1% |
| 30D | +4.5% | +8.9% | -4.4% | +0.9% |
| 3M | +13.8% | -4.2% | +17.9% | +15.3% |
| 6M | +10.0% | +1.4% | +8.7% | +8.1% |
| YTD | +11.8% | +1.2% | +10.5% | +9.3% |
| 1Y | +10.2% | -1.3% | +11.5% | +8.7% |
| 3Y | +15.1% | +36.6% | -21.4% | -4.4% |
| 5Y | -18.8% | +34.3% | -53.1% | -33.8% |
| 10Y | +133.7% | +241.1% | -107.4% | +24.5% |
| All | +133.7% | +248.4% | -114.7% | +24.5% |
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