+20.4%
XLV vs AMT
-4.9%
+25.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.6% |
| 7D | -3.6% | +1.1% | -4.7% | -3.7% |
| 30D | -1.8% | +4.4% | -6.2% | -2.5% |
| 3M | +7.8% | -5.2% | +12.9% | +8.5% |
| 6M | +9.1% | -0.8% | +9.9% | +9.0% |
| YTD | +7.7% | +3.3% | +4.4% | +7.3% |
| 1Y | +20.4% | -6.0% | +26.4% | +22.5% |
| All | +20.4% | -4.9% | +25.4% | +22.5% |
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 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