+159.6%
XLB vs AMT
+94.9%
+64.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -0.2% | -0.2% | -0.1% | -0.2% |
| 30D | -1.7% | +1.8% | -3.6% | -2.4% |
| 3M | +4.4% | -6.2% | +10.5% | +6.1% |
| 6M | +5.0% | -5.0% | +10.0% | +5.9% |
| YTD | +15.5% | +2.1% | +13.4% | +13.4% |
| 1Y | +14.9% | -5.7% | +20.7% | +15.7% |
| 3Y | +34.5% | +7.9% | +26.6% | +25.3% |
| 5Y | +36.5% | -32.3% | +68.9% | +49.6% |
| 10Y | +159.6% | +95.0% | +64.6% | +125.0% |
| All | +159.6% | +94.9% | +64.7% | +125.0% |
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