+169.1%
XLB vs AMT
+113.8%
+55.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.1% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | +6.1% | +13.6% | -7.5% | +1.6% |
| 3M | 0.0% | +11.5% | -11.4% | -3.7% |
| 6M | 0.0% | +6.9% | -7.0% | -3.0% |
| YTD | +16.0% | +10.8% | +5.2% | +10.7% |
| 1Y | +24.7% | +10.3% | +14.4% | +19.1% |
| 3Y | +40.4% | +12.4% | +27.9% | +29.4% |
| 5Y | +30.7% | -20.1% | +50.7% | +34.8% |
| All | +169.1% | +113.8% | +55.4% | +136.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling