+2.2%
XLU vs AMT
+9.0%
-6.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.3% |
| 7D | +2.1% | +1.5% | +0.6% | +1.8% |
| 30D | +5.6% | +6.8% | -1.3% | +4.2% |
| 3M | +0.7% | +11.2% | -10.5% | -1.4% |
| 6M | -0.1% | +12.5% | -12.5% | -2.9% |
| YTD | +5.3% | +12.5% | -7.2% | +2.7% |
| 1Y | +2.2% | +10.1% | -8.0% | -0.3% |
| All | +2.2% | +9.0% | -6.8% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling