+649.7%
XLU vs AMT
+824.7%
-175.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | -0.4% | +1.8% | -2.2% | -0.7% |
| 3M | +0.5% | -6.2% | +6.7% | +1.3% |
| 6M | -5.8% | -5.0% | -0.8% | -5.3% |
| YTD | +3.1% | +2.1% | +1.1% | +2.5% |
| 1Y | +8.1% | -5.7% | +13.9% | +8.6% |
| 3Y | +50.5% | +7.9% | +42.6% | +47.5% |
| 5Y | +44.7% | -32.3% | +77.0% | +51.0% |
| 10Y | +136.8% | +95.0% | +41.8% | +117.4% |
| All | +649.7% | +824.7% | -175.0% | +409.5% |
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