+124.5%
AMT vs XRT
+163.3%
-38.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.9% |
| 7D | +0.4% | +2.5% | -2.1% | -0.3% |
| 30D | +3.7% | +10.3% | -6.6% | +0.9% |
| 3M | +10.7% | +2.4% | +8.4% | +9.9% |
| 6M | +9.3% | +10.0% | -0.7% | +6.2% |
| YTD | +10.9% | +9.5% | +1.4% | +7.8% |
| 1Y | +10.5% | +17.2% | -6.6% | +5.4% |
| 3Y | +15.5% | +62.0% | -46.4% | -1.7% |
| 5Y | -20.6% | -2.1% | -18.5% | -23.8% |
| 10Y | +124.5% | +152.6% | -28.0% | +38.5% |
| All | +124.5% | +163.3% | -38.8% | +38.5% |
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