+42.7%
XLP vs AMT
-18.8%
+61.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.6% |
| 7D | +3.5% | +4.4% | -0.9% | +2.5% |
| 30D | +11.6% | +17.7% | -6.2% | +7.3% |
| 3M | +7.6% | +16.7% | -9.0% | +3.7% |
| 6M | +10.0% | +11.1% | -1.1% | +6.9% |
| YTD | +19.7% | +13.9% | +5.9% | +15.4% |
| 1Y | +23.5% | +12.5% | +10.9% | +19.3% |
| 3Y | +44.0% | +13.2% | +30.8% | +37.5% |
| 5Y | +42.7% | -17.9% | +60.6% | +45.7% |
| All | +42.7% | -18.8% | +61.5% | +45.7% |
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