+685.0%
AMT vs XHB
+173.9%
+511.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.0% | -1.5% |
| 7D | -0.2% | -1.3% | +1.1% | +0.3% |
| 30D | +4.6% | -6.9% | +11.5% | +7.7% |
| 3M | -8.4% | -1.3% | -7.2% | -8.8% |
| 6M | -6.0% | -6.8% | +0.8% | -4.5% |
| YTD | +2.1% | +0.7% | +1.4% | +0.2% |
| 1Y | -6.4% | -11.2% | +4.9% | -3.4% |
| 3Y | +8.1% | +25.3% | -17.3% | -6.8% |
| 5Y | -31.9% | +37.3% | -69.2% | -44.7% |
| 10Y | +97.1% | +211.5% | -114.4% | +5.4% |
| All | +685.0% | +173.9% | +511.1% | +232.7% |
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