+63.0%
XLC vs AMT
+15.8%
+47.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | +3.1% | -2.2% | +5.3% | +3.2% |
| 30D | -4.2% | +5.8% | -10.0% | -4.4% |
| 3M | -2.1% | +12.6% | -14.7% | -2.6% |
| 6M | -6.6% | +8.3% | -14.9% | -7.0% |
| YTD | -7.8% | +11.4% | -19.2% | -8.2% |
| 1Y | -4.1% | +7.7% | -11.8% | -4.5% |
| All | +63.0% | +15.8% | +47.2% | +57.7% |
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