+67.4%
XLI vs AMT
+10.5%
+56.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.2% |
| 7D | -2.8% | +0.5% | -3.4% | -2.8% |
| 30D | -3.1% | +13.6% | -16.7% | -3.7% |
| 3M | -11.7% | +11.5% | -23.2% | -12.2% |
| 6M | -7.6% | +6.9% | -14.5% | -7.9% |
| YTD | +5.7% | +10.8% | -5.1% | +5.0% |
| 1Y | +7.8% | +10.3% | -2.5% | +7.1% |
| 3Y | +67.4% | +12.4% | +55.0% | +60.0% |
| All | +67.4% | +10.5% | +56.9% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling