+15.5%
AMT vs XHB
+41.0%
-25.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.7% |
| 7D | +0.4% | +1.3% | -0.9% | 0.0% |
| 30D | +3.7% | +11.8% | -8.1% | +1.2% |
| 3M | +10.7% | -3.8% | +14.6% | +11.5% |
| 6M | +9.3% | +4.1% | +5.2% | +7.4% |
| YTD | +10.9% | +4.0% | +7.0% | +8.9% |
| 1Y | +10.5% | +1.6% | +9.0% | +9.0% |
| 3Y | +15.5% | +43.2% | -27.6% | -7.0% |
| All | +15.5% | +41.0% | -25.4% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling