+29.5%
XLB vs AMT
+13.5%
+16.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.6% | +2.2% |
| 7D | +3.9% | +6.0% | -2.1% | +3.5% |
| 30D | +8.9% | +20.1% | -11.2% | +7.3% |
| 3M | +4.1% | +12.4% | -8.3% | +3.2% |
| 6M | +7.3% | +9.9% | -2.6% | +6.4% |
| YTD | +20.4% | +14.4% | +6.0% | +18.4% |
| 1Y | +29.5% | +12.4% | +17.1% | +28.2% |
| All | +29.5% | +13.5% | +16.0% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling