+146.6%
XLK vs AMT
-32.2%
+178.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.3% | +1.5% | +0.9% | +2.1% |
| 30D | +0.8% | +3.7% | -2.9% | +0.3% |
| 3M | +4.1% | -7.2% | +11.2% | +5.1% |
| 6M | +34.8% | -4.2% | +38.9% | +35.1% |
| YTD | +30.8% | +1.9% | +28.9% | +29.2% |
| 1Y | +42.4% | -6.4% | +48.7% | +42.9% |
| 3Y | +121.8% | +7.7% | +114.1% | +101.7% |
| 5Y | +146.6% | -30.9% | +177.5% | +170.8% |
| All | +146.6% | -32.2% | +178.8% | +170.8% |
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