+133.5%
AMT vs XYL
+104.0%
+29.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.5% |
| 7D | -2.4% | -5.9% | +3.5% | -0.4% |
| 30D | +4.2% | -7.3% | +11.5% | +6.3% |
| 3M | +13.4% | -22.5% | +35.9% | +22.7% |
| 6M | +9.4% | -14.4% | +23.8% | +14.0% |
| YTD | +11.7% | -29.4% | +41.1% | +23.6% |
| 1Y | +7.1% | -35.6% | +42.7% | +22.5% |
| 3Y | +15.1% | +0.3% | +14.8% | +8.0% |
| 5Y | -17.9% | -22.3% | +4.5% | -16.7% |
| 10Y | +133.5% | +103.2% | +30.3% | +67.1% |
| All | +133.5% | +104.0% | +29.6% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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