+133.7%
AMT vs XRT
+147.6%
-13.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +1.6% | +4.1% | -2.5% | +0.5% |
| 30D | +4.5% | +9.9% | -5.5% | +1.7% |
| 3M | +13.8% | +2.3% | +11.5% | +13.0% |
| 6M | +10.0% | +9.6% | +0.5% | +7.1% |
| YTD | +11.8% | +9.1% | +2.6% | +8.7% |
| 1Y | +10.2% | +16.2% | -6.0% | +5.3% |
| 3Y | +15.1% | +60.1% | -44.9% | -1.8% |
| 5Y | -18.8% | -0.5% | -18.4% | -22.5% |
| 10Y | +133.7% | +145.1% | -11.4% | +42.7% |
| All | +133.7% | +147.6% | -13.9% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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