+135.9%
XLU vs AMT
+109.6%
+26.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.5% |
| 7D | -1.6% | +1.1% | -2.7% | -2.1% |
| 30D | -3.3% | +4.4% | -7.7% | -5.2% |
| 3M | -3.2% | -5.2% | +2.0% | -1.4% |
| 6M | -7.0% | -0.8% | -6.1% | -7.5% |
| YTD | +0.6% | +3.3% | -2.7% | -2.1% |
| 1Y | +2.4% | -6.0% | +8.5% | +3.7% |
| 3Y | +46.3% | +9.6% | +36.7% | +33.2% |
| 5Y | +44.0% | -29.2% | +73.2% | +60.6% |
| All | +135.9% | +109.6% | +26.3% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling