+12.3%
XLI vs AMT
+9.0%
+3.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | +3.8% | +1.5% | +2.2% | +3.8% |
| 30D | +1.0% | +6.8% | -5.8% | +1.0% |
| 3M | -8.9% | +11.2% | -20.1% | -9.1% |
| 6M | -2.3% | +12.5% | -14.8% | -2.9% |
| YTD | +9.7% | +12.5% | -2.8% | +9.1% |
| 1Y | +12.3% | +10.1% | +2.2% | +12.7% |
| All | +12.3% | +9.0% | +3.3% | +12.7% |
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