+566.3%
XLP vs AMT
+936.5%
-370.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.7% | +3.0% |
| 7D | +5.9% | +6.0% | -0.2% | +5.3% |
| 30D | +13.5% | +20.1% | -6.6% | +11.3% |
| 3M | +8.4% | +12.4% | -4.0% | +7.0% |
| 6M | +11.5% | +9.9% | +1.6% | +10.3% |
| YTD | +20.6% | +14.4% | +6.2% | +18.7% |
| 1Y | +24.3% | +12.4% | +11.9% | +22.5% |
| 3Y | +45.1% | +13.7% | +31.4% | +42.3% |
| 5Y | +44.6% | -17.8% | +62.4% | +45.5% |
| 10Y | +133.1% | +123.8% | +9.3% | +116.4% |
| All | +566.3% | +936.5% | -370.2% | +398.4% |
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