+988.5%
XLE vs AMT
+931.9%
+56.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.5% | -2.9% |
| 7D | -10.3% | +4.4% | -14.7% | -10.9% |
| 30D | -3.3% | +17.7% | -21.1% | -5.9% |
| 3M | +8.2% | +16.7% | -8.5% | +5.3% |
| 6M | +5.0% | +11.1% | -6.1% | +2.9% |
| YTD | +40.6% | +13.9% | +26.7% | +36.8% |
| 1Y | +45.0% | +12.5% | +32.5% | +41.4% |
| 3Y | +56.3% | +13.2% | +43.2% | +50.5% |
| 5Y | +152.2% | -17.9% | +170.1% | +153.1% |
| 10Y | +173.0% | +122.8% | +50.2% | +133.1% |
| All | +988.5% | +931.9% | +56.6% | +604.8% |
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