+124.6%
XLP vs AMT
+113.8%
+10.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.5% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | +10.3% | +13.6% | -3.3% | +5.8% |
| 3M | +6.5% | +11.5% | -4.9% | +2.8% |
| 6M | +8.4% | +6.9% | +1.4% | +5.5% |
| YTD | +18.2% | +10.8% | +7.4% | +13.4% |
| 1Y | +22.4% | +10.3% | +12.1% | +17.5% |
| 3Y | +41.9% | +12.4% | +29.5% | +32.8% |
| 5Y | +40.9% | -20.1% | +60.9% | +45.9% |
| All | +124.6% | +113.8% | +10.8% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling