+43.6%
XLE vs AMT
+9.8%
+33.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | -12.0% | +0.5% | -12.5% | -12.0% |
| 30D | -2.7% | +13.6% | -16.4% | -3.6% |
| 3M | +6.6% | +11.5% | -4.9% | +5.8% |
| 6M | +9.5% | +6.9% | +2.6% | +9.0% |
| YTD | +40.6% | +10.8% | +29.7% | +37.5% |
| 1Y | +43.6% | +10.3% | +33.3% | +40.4% |
| All | +43.6% | +9.8% | +33.8% | +40.4% |
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