+709.3%
AMT vs XME
+242.3%
+467.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +4.6% | +6.0% | -1.4% | +2.6% |
| 3M | -8.4% | -7.7% | -0.7% | -7.2% |
| 6M | -6.0% | +1.0% | -7.0% | -7.8% |
| YTD | +2.1% | +14.6% | -12.5% | -4.1% |
| 1Y | -6.4% | +46.0% | -52.3% | -18.9% |
| 3Y | +8.1% | +127.0% | -119.0% | -20.4% |
| 5Y | -31.9% | +175.8% | -207.7% | -54.3% |
| 10Y | +97.1% | +414.6% | -317.5% | -2.9% |
| All | +709.3% | +242.3% | +467.0% | +265.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling