+10.8%
XLI vs AMT
+11.6%
-0.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | -0.2% | +3.7% | -3.9% | -0.2% |
| 3M | -8.6% | +10.7% | -19.3% | -8.8% |
| 6M | -2.0% | +9.3% | -11.2% | -2.3% |
| YTD | +9.7% | +10.9% | -1.2% | +9.1% |
| All | +10.8% | +11.6% | -0.8% | +10.6% |
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 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