+136.2%
XLP vs AMT
+134.2%
+2.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.2% | -2.2% | +2.0% | +0.5% |
| 30D | +8.2% | +5.8% | +2.4% | +6.3% |
| 3M | +7.7% | +12.6% | -4.8% | +3.6% |
| 6M | +9.3% | +8.3% | +1.0% | +6.0% |
| YTD | +19.5% | +11.4% | +8.1% | +14.4% |
| 1Y | +21.0% | +7.7% | +13.3% | +17.0% |
| 3Y | +43.2% | +14.8% | +28.4% | +33.1% |
| 5Y | +42.7% | -18.0% | +60.7% | +46.5% |
| All | +136.2% | +134.2% | +2.0% | +72.8% |
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 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