+34.9%
XLV vs AMT
-31.8%
+66.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -4.4% | -2.7% | -1.7% | -3.8% |
| 30D | -1.4% | +2.0% | -3.4% | -1.9% |
| 3M | +8.9% | -9.3% | +18.1% | +11.1% |
| 6M | +9.1% | -5.2% | +14.3% | +10.0% |
| YTD | +7.9% | +0.5% | +7.5% | +7.1% |
| 1Y | +22.7% | -7.3% | +30.0% | +24.1% |
| 3Y | +31.9% | +6.2% | +25.7% | +26.1% |
| 5Y | +34.9% | -31.2% | +66.1% | +46.9% |
| All | +34.9% | -31.8% | +66.7% | +46.9% |
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 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