+133.7%
AMT vs XME
+270.2%
-136.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.0% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +4.5% | -9.2% | +13.6% | +5.9% |
| 3M | +13.8% | -17.8% | +31.5% | +17.0% |
| 6M | +10.0% | -20.0% | +30.1% | +13.2% |
| YTD | +11.8% | -6.6% | +18.3% | +11.1% |
| 1Y | +10.2% | +1.8% | +8.5% | +7.7% |
| 3Y | +15.1% | +98.7% | -83.6% | -3.9% |
| 5Y | -18.8% | +123.9% | -142.7% | -34.7% |
| 10Y | +133.7% | +277.9% | -144.2% | +41.7% |
| All | +133.7% | +270.2% | -136.5% | +41.7% |
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