+425.8%
XLF vs AMT
+912.6%
-486.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +1.9% | +1.6% | +0.3% | +1.6% |
| 30D | +6.5% | +4.5% | +2.0% | +5.4% |
| 3M | +1.2% | +13.8% | -12.6% | -1.8% |
| 6M | +14.6% | +10.0% | +4.5% | +11.6% |
| YTD | +7.7% | +11.8% | -4.0% | +4.2% |
| 1Y | +11.8% | +10.2% | +1.5% | +8.4% |
| 3Y | +80.1% | +15.1% | +64.9% | +70.5% |
| 5Y | +59.0% | -18.8% | +77.8% | +61.1% |
| 10Y | +224.2% | +133.7% | +90.5% | +160.1% |
| All | +425.8% | +912.6% | -486.8% | +188.3% |
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