+1,472.6%
XLK vs AMT
+825.4%
+647.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +0.7% | +4.6% | -3.9% | -0.4% |
| 3M | -2.9% | -8.4% | +5.5% | -1.4% |
| 6M | +34.3% | -6.0% | +40.3% | +35.1% |
| YTD | +30.4% | +2.1% | +28.3% | +28.2% |
| 1Y | +43.4% | -6.4% | +49.7% | +43.6% |
| 3Y | +116.8% | +8.1% | +108.8% | +104.4% |
| 5Y | +144.0% | -31.9% | +176.0% | +156.8% |
| 10Y | +778.8% | +97.1% | +681.6% | +612.9% |
| All | +1,472.6% | +825.4% | +647.2% | +733.1% |
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 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