+65.5%
XLF vs AMT
-31.2%
+96.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +0.2% | -0.2% | +0.3% | +0.2% |
| 30D | -0.5% | +1.8% | -2.4% | -0.9% |
| 3M | +10.6% | -6.2% | +16.8% | +12.0% |
| 6M | +14.3% | -5.0% | +19.3% | +15.2% |
| YTD | +5.5% | +2.1% | +3.5% | +4.2% |
| 1Y | +9.6% | -5.7% | +15.3% | +10.2% |
| 3Y | +75.2% | +7.9% | +67.2% | +63.8% |
| 5Y | +65.5% | -32.3% | +97.9% | +73.1% |
| All | +65.5% | -31.2% | +96.7% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling