+140.8%
AMT vs XLRE
+111.8%
+29.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -0.2% | -0.3% | +0.2% | +0.2% |
| 30D | +1.8% | -2.4% | +4.2% | +4.4% |
| 3M | -6.2% | +0.6% | -6.8% | -6.7% |
| 6M | -5.0% | +3.9% | -8.9% | -8.4% |
| YTD | +2.1% | +10.5% | -8.4% | -7.1% |
| 1Y | -5.7% | +8.4% | -14.1% | -12.6% |
| 3Y | +7.9% | +32.8% | -24.9% | -18.1% |
| 5Y | -32.3% | +7.0% | -39.4% | -36.5% |
| 10Y | +95.0% | +83.8% | +11.2% | +10.7% |
| All | +140.8% | +111.8% | +29.0% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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