+142.5%
XLC vs AMT
+58.2%
+84.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | +1.0% | +4.6% | -3.6% | -0.4% |
| 3M | -0.7% | -8.4% | +7.8% | +1.7% |
| 6M | -5.1% | -6.0% | +0.9% | -3.8% |
| YTD | -4.3% | +2.1% | -6.4% | -5.8% |
| 1Y | -0.6% | -6.4% | +5.8% | +0.5% |
| 3Y | +72.7% | +8.1% | +64.6% | +59.1% |
| 5Y | +38.0% | -31.9% | +69.9% | +51.3% |
| All | +142.5% | +58.2% | +84.2% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling