+176.5%
XLE vs AMT
+134.2%
+42.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | +4.4% | -2.2% | +6.5% | +4.9% |
| 30D | -4.3% | +5.8% | -10.0% | -5.6% |
| 3M | +6.0% | +12.6% | -6.5% | +2.8% |
| 6M | +13.2% | +8.3% | +4.9% | +10.5% |
| YTD | +46.7% | +11.4% | +35.3% | +41.6% |
| 1Y | +46.6% | +7.7% | +38.9% | +42.6% |
| 3Y | +69.6% | +14.8% | +54.8% | +57.5% |
| 5Y | +166.5% | -18.0% | +184.5% | +170.2% |
| All | +176.5% | +134.2% | +42.3% | +143.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling