+217.7%
XLF vs AMT
+136.5%
+81.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | +2.7% | +1.5% | +1.1% | +2.2% |
| 30D | +7.6% | +6.8% | +0.8% | +5.4% |
| 3M | +1.1% | +11.2% | -10.1% | -2.4% |
| 6M | +15.9% | +12.5% | +3.4% | +10.9% |
| YTD | +8.4% | +12.5% | -4.0% | +3.2% |
| 1Y | +12.5% | +10.1% | +2.4% | +7.7% |
| 3Y | +81.6% | +16.0% | +65.5% | +64.9% |
| 5Y | +59.3% | -17.2% | +76.4% | +62.1% |
| All | +217.7% | +136.5% | +81.2% | +195.6% |
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