+227.3%
XLI vs AMT
+134.2%
+93.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +4.3% | -2.2% | +6.5% | +4.9% |
| 30D | +0.5% | +5.8% | -5.3% | -1.3% |
| 3M | -8.6% | +12.6% | -21.2% | -12.0% |
| 6M | -2.3% | +8.3% | -10.6% | -5.5% |
| YTD | +10.1% | +11.4% | -1.3% | +5.2% |
| 1Y | +11.0% | +7.7% | +3.3% | +7.1% |
| 3Y | +72.3% | +14.8% | +57.5% | +57.2% |
| 5Y | +70.8% | -18.0% | +88.8% | +74.0% |
| All | +227.3% | +134.2% | +93.2% | +171.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling