+758.4%
AMT vs XHB
+175.0%
+583.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -2.4% | -4.1% | +1.7% | -0.7% |
| 30D | +4.2% | +9.6% | -5.4% | 0.0% |
| 3M | +13.4% | -6.0% | +19.4% | +16.0% |
| 6M | +9.4% | +2.2% | +7.2% | +6.9% |
| YTD | +11.7% | +1.1% | +10.5% | +9.0% |
| 1Y | +7.1% | -1.7% | +8.9% | +5.6% |
| 3Y | +15.1% | +36.5% | -21.4% | -4.7% |
| 5Y | -17.9% | +33.5% | -51.3% | -32.6% |
| 10Y | +133.5% | +240.9% | -107.4% | +19.7% |
| All | +758.4% | +175.0% | +583.4% | +262.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling