-32.3%
AMT vs XME
+179.6%
-212.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -0.2% | +3.6% | -3.8% | -0.6% |
| 30D | +1.8% | +3.6% | -1.8% | +1.3% |
| 3M | -6.2% | +1.2% | -7.4% | -6.4% |
| 6M | -5.0% | +9.0% | -14.0% | -6.7% |
| YTD | +2.1% | +15.9% | -13.9% | -1.3% |
| 1Y | -5.7% | +43.2% | -48.9% | -12.8% |
| 3Y | +7.9% | +137.4% | -129.5% | -12.7% |
| 5Y | -32.3% | +185.0% | -217.4% | -47.6% |
| All | -32.3% | +179.6% | -212.0% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling