-32.3%
AMT vs XHB
+37.2%
-69.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.8% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | +1.8% | -9.1% | +10.9% | +5.2% |
| 3M | -6.2% | -2.3% | -3.9% | -6.3% |
| 6M | -5.0% | -4.1% | -0.9% | -4.7% |
| YTD | +2.1% | -1.7% | +3.8% | +1.1% |
| 1Y | -5.7% | -15.1% | +9.4% | -1.3% |
| 3Y | +7.9% | +26.8% | -18.9% | -9.1% |
| 5Y | -32.3% | +37.3% | -69.7% | -47.6% |
| All | -32.3% | +37.2% | -69.5% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling