+12.3%
XLI vs AMT
+13.5%
-1.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.1% |
| 7D | +0.6% | +6.0% | -5.5% | +0.5% |
| 30D | -0.4% | +20.1% | -20.5% | -0.7% |
| 3M | -8.8% | +12.4% | -21.2% | -9.0% |
| 6M | -0.4% | +9.9% | -10.3% | -0.3% |
| YTD | +10.1% | +14.4% | -4.3% | +9.4% |
| 1Y | +12.3% | +12.4% | -0.1% | +12.3% |
| All | +12.3% | +13.5% | -1.2% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling