+105.4%
AMT vs XME
+412.4%
-307.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.1% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +3.7% | +1.4% | +2.3% | +3.4% |
| 3M | -7.2% | +2.7% | -9.9% | -7.9% |
| 6M | -4.2% | +6.5% | -10.7% | -5.9% |
| YTD | +1.9% | +15.2% | -13.3% | -1.7% |
| 1Y | -6.4% | +43.5% | -49.9% | -13.7% |
| 3Y | +7.7% | +135.9% | -128.1% | -11.6% |
| 5Y | -30.9% | +181.5% | -212.4% | -46.0% |
| 10Y | +105.4% | +436.9% | -331.5% | +21.7% |
| All | +105.4% | +412.4% | -307.0% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling