+61.0%
XLC vs AMT
+10.5%
+50.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.5% |
| 7D | +4.9% | +0.5% | +4.4% | +4.9% |
| 30D | -5.8% | +13.6% | -19.4% | -6.4% |
| 3M | -5.4% | +11.5% | -16.9% | -5.9% |
| 6M | -10.2% | +6.9% | -17.1% | -10.5% |
| YTD | -10.2% | +10.8% | -21.0% | -10.5% |
| 1Y | -5.6% | +10.3% | -15.9% | -6.0% |
| 3Y | +61.0% | +12.4% | +48.6% | +55.1% |
| All | +61.0% | +10.5% | +50.5% | +55.1% |
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