+251.6%
XLF vs AMT
+96.3%
+155.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.0% | +1.5% | -2.5% | -1.5% |
| 30D | -1.3% | +3.7% | -5.0% | -2.4% |
| 3M | +9.1% | -7.2% | +16.3% | +11.3% |
| 6M | +14.4% | -4.2% | +18.5% | +15.1% |
| YTD | +5.1% | +1.9% | +3.2% | +3.4% |
| 1Y | +8.6% | -6.4% | +15.0% | +9.6% |
| 3Y | +74.4% | +7.7% | +66.7% | +62.2% |
| 5Y | +64.4% | -30.9% | +95.3% | +78.0% |
| 10Y | +251.6% | +105.4% | +146.2% | +246.4% |
| All | +251.6% | +96.3% | +155.3% | +246.4% |
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