+133.1%
XLC vs AMT
+71.9%
+61.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.3% | +2.4% |
| 7D | +7.1% | +0.4% | +6.7% | +7.0% |
| 30D | -2.7% | +3.7% | -6.4% | -3.9% |
| 3M | -3.2% | +10.7% | -13.9% | -6.4% |
| 6M | -7.7% | +9.3% | -16.9% | -10.7% |
| YTD | -8.0% | +10.9% | -18.9% | -11.9% |
| 1Y | -3.1% | +10.5% | -13.6% | -7.2% |
| 3Y | +64.9% | +15.5% | +49.3% | +49.2% |
| 5Y | +39.5% | -20.6% | +60.1% | +44.5% |
| All | +133.1% | +71.9% | +61.2% | +79.2% |
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 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