+150.2%
XLE vs AMT
-20.6%
+170.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -7.9% | +0.4% | -8.3% | -8.0% |
| 30D | -4.8% | +3.7% | -8.5% | -5.2% |
| 3M | +8.4% | +10.7% | -2.4% | +7.0% |
| 6M | +12.7% | +9.3% | +3.4% | +11.3% |
| YTD | +41.3% | +10.9% | +30.3% | +39.0% |
| 1Y | +42.3% | +10.5% | +31.8% | +40.1% |
| 3Y | +65.1% | +15.5% | +49.5% | +57.9% |
| 5Y | +150.2% | -20.6% | +170.8% | +153.4% |
| All | +150.2% | -20.6% | +170.8% | +153.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling