+225.2%
XLF vs AMT
+134.0%
+91.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -1.0% | -2.4% | +1.4% | -0.2% |
| 30D | +6.5% | +4.2% | +2.3% | +5.1% |
| 3M | +1.8% | +13.4% | -11.6% | -2.3% |
| 6M | +15.4% | +9.4% | +6.0% | +11.4% |
| YTD | +8.4% | +11.7% | -3.3% | +3.3% |
| 1Y | +11.9% | +7.1% | +4.8% | +8.1% |
| 3Y | +81.1% | +15.1% | +66.1% | +65.1% |
| 5Y | +59.5% | -17.9% | +77.4% | +62.8% |
| 10Y | +225.2% | +133.5% | +91.6% | +208.3% |
| All | +225.2% | +134.0% | +91.2% | +208.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling