+422.3%
XLF vs AMT
+825.4%
-403.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +0.2% | +4.6% | -4.5% | -0.9% |
| 3M | +11.7% | -8.4% | +20.2% | +13.6% |
| 6M | +13.8% | -6.0% | +19.8% | +14.9% |
| YTD | +7.0% | +2.1% | +4.9% | +5.8% |
| 1Y | +9.1% | -6.4% | +15.5% | +9.9% |
| 3Y | +75.6% | +8.1% | +67.6% | +68.6% |
| 5Y | +66.4% | -31.9% | +98.4% | +75.5% |
| 10Y | +250.3% | +97.1% | +153.2% | +191.4% |
| All | +422.3% | +825.4% | -403.1% | +192.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling