+709.3%
AMT vs XRT
+514.3%
+195.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.5% |
| 7D | -0.2% | +0.8% | -1.0% | -0.6% |
| 30D | +4.6% | -4.2% | +8.8% | +6.6% |
| 3M | -8.4% | +5.1% | -13.5% | -10.7% |
| 6M | -6.0% | +2.4% | -8.4% | -7.4% |
| YTD | +2.1% | +3.2% | -1.1% | +0.1% |
| 1Y | -6.4% | +1.5% | -7.9% | -8.0% |
| 3Y | +8.1% | +40.6% | -32.5% | -11.7% |
| 5Y | -31.9% | -1.0% | -30.9% | -36.3% |
| 10Y | +97.1% | +128.4% | -31.3% | +2.7% |
| All | +709.3% | +514.3% | +195.0% | +84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling