+1,331.5%
XLK vs AMT
+919.4%
+412.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | +3.4% | +1.5% | +1.9% | +3.0% |
| 30D | -10.6% | +6.8% | -17.4% | -12.1% |
| 3M | -10.6% | +11.2% | -21.8% | -13.2% |
| 6M | -3.5% | +12.5% | -16.0% | -7.2% |
| YTD | +18.7% | +12.5% | +6.2% | +13.6% |
| 1Y | +19.4% | +10.1% | +9.3% | +14.9% |
| 3Y | +94.5% | +16.0% | +78.4% | +80.2% |
| 5Y | +111.2% | -17.2% | +128.4% | +111.3% |
| 10Y | +707.2% | +135.2% | +572.0% | +526.8% |
| All | +1,331.5% | +919.4% | +412.1% | +638.6% |
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