+752.8%
AMT vs XHB
+182.7%
+570.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -1.4% |
| 7D | +0.4% | +1.3% | -0.9% | -0.2% |
| 30D | +3.7% | +11.8% | -8.1% | -1.3% |
| 3M | +10.7% | -3.8% | +14.6% | +12.2% |
| 6M | +9.3% | +4.1% | +5.2% | +6.0% |
| YTD | +10.9% | +4.0% | +7.0% | +7.1% |
| 1Y | +10.5% | +1.6% | +9.0% | +7.5% |
| 3Y | +15.5% | +43.2% | -27.6% | -6.2% |
| 5Y | -20.6% | +35.8% | -56.4% | -35.2% |
| 10Y | +124.5% | +259.3% | -134.7% | +12.4% |
| All | +752.8% | +182.7% | +570.1% | +255.6% |
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 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