+57.9%
XLF vs AMT
-20.6%
+78.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +0.7% | +0.4% | +0.4% | +0.7% |
| 30D | +6.0% | +3.7% | +2.2% | +5.1% |
| 3M | +1.0% | +10.7% | -9.7% | -1.3% |
| 6M | +14.0% | +9.3% | +4.7% | +11.3% |
| YTD | +7.2% | +10.9% | -3.8% | +3.8% |
| 1Y | +11.6% | +10.5% | +1.1% | +8.2% |
| 3Y | +81.2% | +15.5% | +65.6% | +67.2% |
| 5Y | +57.9% | -20.6% | +78.5% | +61.9% |
| All | +57.9% | -20.6% | +78.5% | +61.9% |
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