+1,024.7%
XLE vs AMT
+825.4%
+199.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +11.8% | +4.6% | +7.1% | +10.9% |
| 3M | +9.8% | -8.4% | +18.3% | +11.2% |
| 6M | +15.6% | -6.0% | +21.6% | +16.3% |
| YTD | +45.3% | +2.1% | +43.1% | +44.1% |
| 1Y | +48.3% | -6.4% | +54.7% | +49.0% |
| 3Y | +55.4% | +8.1% | +47.4% | +50.7% |
| 5Y | +216.1% | -31.9% | +248.0% | +227.2% |
| 10Y | +178.4% | +97.1% | +81.3% | +142.7% |
| All | +1,024.7% | +825.4% | +199.4% | +642.3% |
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