+133.5%
AMT vs XRT
+145.8%
-12.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -2.4% | -1.4% | -0.9% | -2.0% |
| 30D | +4.2% | +9.8% | -5.6% | +1.5% |
| 3M | +13.4% | +3.3% | +10.1% | +12.3% |
| 6M | +9.4% | +13.6% | -4.2% | +5.4% |
| YTD | +11.7% | +9.1% | +2.6% | +8.7% |
| 1Y | +7.1% | +15.1% | -7.9% | +2.6% |
| 3Y | +15.1% | +59.9% | -44.9% | -1.8% |
| 5Y | -17.9% | -1.7% | -16.1% | -21.3% |
| 10Y | +133.5% | +141.1% | -7.6% | +44.9% |
| All | +133.5% | +145.8% | -12.3% | +44.9% |
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