+49.9%
XLE vs AMT
+13.5%
+36.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.0% | -8.8% | -4.9% |
| 7D | -7.2% | +6.0% | -13.2% | -7.5% |
| 30D | +0.1% | +20.1% | -20.0% | -1.0% |
| 3M | +9.2% | +12.4% | -3.2% | +8.5% |
| 6M | +8.4% | +9.9% | -1.6% | +7.7% |
| YTD | +44.9% | +14.4% | +30.5% | +41.6% |
| 1Y | +49.9% | +12.4% | +37.4% | +47.2% |
| All | +49.9% | +13.5% | +36.3% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling