-5.8%
XLC vs AMT
+13.5%
-19.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.6% | +3.0% |
| 7D | +1.8% | +6.0% | -4.3% | +1.1% |
| 30D | -6.0% | +20.1% | -26.0% | -8.0% |
| 3M | -6.0% | +12.4% | -18.4% | -7.2% |
| 6M | -9.1% | +9.9% | -19.0% | -10.1% |
| YTD | -10.0% | +14.4% | -24.4% | -11.4% |
| 1Y | -5.8% | +12.4% | -18.2% | -7.0% |
| All | -5.8% | +13.5% | -19.3% | -7.0% |
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 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