+35.0%
XLB vs AMT
+8.2%
+26.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | -0.2% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -0.4% | +4.6% | -5.0% | -1.1% |
| 3M | +2.0% | -8.4% | +10.4% | +3.3% |
| 6M | +1.8% | -6.0% | +7.9% | +2.7% |
| YTD | +16.6% | +2.1% | +14.5% | +15.5% |
| 1Y | +16.9% | -6.4% | +23.3% | +17.7% |
| All | +35.0% | +8.2% | +26.9% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling