+785.6%
AMT vs XME
+179.0%
+606.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.3% |
| 7D | +1.6% | -0.2% | +1.8% | +1.5% |
| 30D | +4.5% | -9.2% | +13.6% | +6.9% |
| 3M | +13.8% | -17.8% | +31.5% | +19.5% |
| 6M | +10.0% | -20.0% | +30.1% | +15.3% |
| YTD | +11.8% | -6.6% | +18.3% | +10.7% |
| 1Y | +10.2% | +1.8% | +8.5% | +6.2% |
| 3Y | +15.1% | +98.7% | -83.6% | -12.5% |
| 5Y | -18.8% | +123.9% | -142.7% | -42.2% |
| 10Y | +133.7% | +277.9% | -144.2% | +26.6% |
| All | +785.6% | +179.0% | +606.7% | +322.1% |
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