+34.1%
XLP vs AMT
-31.6%
+65.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -0.9% | +4.6% | -5.5% | -2.0% |
| 3M | +3.8% | -8.4% | +12.3% | +5.8% |
| 6M | -1.7% | -6.0% | +4.3% | -0.7% |
| YTD | +10.3% | +2.1% | +8.1% | +9.1% |
| 1Y | +7.8% | -6.4% | +14.2% | +8.8% |
| 3Y | +27.2% | +8.1% | +19.1% | +22.8% |
| All | +34.1% | -31.6% | +65.7% | +44.7% |
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