+127.5%
XLC vs AMT
+71.7%
+55.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.2% |
| 7D | +4.9% | +0.5% | +4.4% | +4.7% |
| 30D | -5.8% | +13.6% | -19.4% | -9.6% |
| 3M | -5.4% | +11.5% | -16.9% | -8.8% |
| 6M | -10.2% | +6.9% | -17.1% | -12.6% |
| YTD | -10.2% | +10.8% | -21.0% | -14.0% |
| 1Y | -5.6% | +10.3% | -15.9% | -9.6% |
| 3Y | +61.0% | +12.4% | +48.6% | +47.3% |
| 5Y | +35.2% | -20.1% | +55.3% | +39.7% |
| All | +127.5% | +71.7% | +55.8% | +74.9% |
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