+39.2%
XLK vs AMT
-4.9%
+44.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +2.0% |
| 7D | +0.2% | +1.1% | -0.9% | +0.5% |
| 30D | -0.6% | +4.4% | -5.0% | +0.4% |
| 3M | +2.6% | -5.2% | +7.7% | +2.3% |
| 6M | +34.0% | -0.8% | +34.8% | +34.6% |
| YTD | +30.7% | +3.3% | +27.4% | +32.4% |
| 1Y | +39.2% | -6.0% | +45.2% | +37.4% |
| All | +39.2% | -4.9% | +44.1% | +37.4% |
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 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