+344.6%
AMT vs XYL
+449.8%
-105.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +1.0% | -0.4% |
| 7D | -0.2% | -5.0% | +4.8% | +1.4% |
| 30D | +4.6% | -13.2% | +17.8% | +9.3% |
| 3M | -8.4% | -3.7% | -4.7% | -7.7% |
| 6M | -6.0% | -17.7% | +11.7% | -0.7% |
| YTD | +2.1% | -21.5% | +23.6% | +9.2% |
| 1Y | -6.4% | -24.5% | +18.1% | +1.2% |
| 3Y | +8.1% | +6.9% | +1.1% | +1.3% |
| 5Y | -31.9% | -18.1% | -13.9% | -31.5% |
| 10Y | +97.1% | +134.7% | -37.6% | +38.4% |
| All | +344.6% | +449.8% | -105.1% | +151.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling