+44.4%
XLU vs AMT
-31.8%
+76.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | -1.2% | -2.7% | +1.5% | -0.3% |
| 30D | -2.5% | +2.0% | -4.6% | -3.2% |
| 3M | -2.7% | -9.3% | +6.5% | +0.2% |
| 6M | -7.5% | -5.2% | -2.2% | -6.3% |
| YTD | +0.9% | +0.5% | +0.5% | -0.2% |
| 1Y | +3.3% | -7.3% | +10.6% | +4.9% |
| 3Y | +47.3% | +6.2% | +41.1% | +38.6% |
| 5Y | +44.4% | -31.2% | +75.6% | +58.2% |
| All | +44.4% | -31.8% | +76.2% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling