+9.1%
XLF vs AMT
-7.7%
+16.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +0.2% | +4.6% | -4.5% | -0.2% |
| 3M | +11.7% | -8.4% | +20.2% | +12.5% |
| 6M | +13.8% | -6.0% | +19.8% | +13.8% |
| YTD | +7.0% | +2.1% | +4.9% | +6.4% |
| 1Y | +9.1% | -6.4% | +15.5% | +9.0% |
| All | +9.1% | -7.7% | +16.9% | +9.0% |
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