-32.3%
AMT vs XYL
-14.7%
-17.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.0% | -0.9% |
| 7D | -0.2% | +1.8% | -2.0% | -0.7% |
| 30D | +1.8% | -9.2% | +11.1% | +4.7% |
| 3M | -6.2% | -0.3% | -5.9% | -6.6% |
| 6M | -5.0% | -11.0% | +6.0% | -2.2% |
| YTD | +2.1% | -19.2% | +21.3% | +8.0% |
| 1Y | -5.7% | -21.2% | +15.5% | +0.4% |
| 3Y | +7.9% | +18.6% | -10.7% | -6.9% |
| 5Y | -32.3% | -14.3% | -18.0% | -38.1% |
| All | -32.3% | -14.7% | -17.6% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling