+115.5%
XLK vs AMT
-18.7%
+134.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +7.0% | -2.2% | +9.2% | +7.3% |
| 30D | -11.5% | +5.8% | -17.2% | -12.2% |
| 3M | -7.9% | +12.6% | -20.4% | -9.4% |
| 6M | -0.6% | +8.3% | -8.9% | -2.1% |
| YTD | +21.1% | +11.4% | +9.7% | +18.2% |
| 1Y | +18.8% | +7.7% | +11.1% | +16.7% |
| 3Y | +97.3% | +14.8% | +82.5% | +79.5% |
| 5Y | +115.5% | -18.0% | +133.5% | +124.1% |
| All | +115.5% | -18.7% | +134.2% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling