+508.9%
XLP vs AMT
+825.4%
-316.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -0.9% | +4.6% | -5.5% | -1.3% |
| 3M | +3.8% | -8.4% | +12.3% | +4.7% |
| 6M | -1.7% | -6.0% | +4.3% | -1.2% |
| YTD | +10.3% | +2.1% | +8.1% | +9.8% |
| 1Y | +7.8% | -6.4% | +14.2% | +8.3% |
| 3Y | +27.2% | +8.1% | +19.1% | +25.4% |
| 5Y | +32.5% | -31.9% | +64.5% | +35.9% |
| 10Y | +101.8% | +97.1% | +4.7% | +89.8% |
| All | +508.9% | +825.4% | -316.4% | +361.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling