+1,117.4%
XLI vs AMT
+825.4%
+292.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -1.1% | -0.2% | -0.8% | -1.0% |
| 30D | -5.9% | +4.6% | -10.6% | -6.8% |
| 3M | -0.3% | -8.4% | +8.2% | +1.0% |
| 6M | +0.1% | -6.0% | +6.2% | +0.8% |
| YTD | +13.6% | +2.1% | +11.5% | +12.5% |
| 1Y | +17.2% | -6.4% | +23.6% | +17.7% |
| 3Y | +68.2% | +8.1% | +60.2% | +62.5% |
| 5Y | +80.7% | -31.9% | +112.6% | +88.6% |
| 10Y | +253.3% | +97.1% | +156.1% | +205.0% |
| All | +1,117.4% | +825.4% | +292.1% | +669.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling