+11.5%
XLP vs AMT
+10.1%
+1.5%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.7% | +2.6% |
| 7D | +5.9% | +6.0% | -0.2% | +4.7% |
| 30D | +13.5% | +20.1% | -6.6% | +9.6% |
| 3M | +8.4% | +12.4% | -4.0% | +6.1% |
| 6M | +11.5% | +9.9% | +1.6% | +9.1% |
| All | +11.5% | +10.1% | +1.5% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling