+899.8%
XLV vs AMT
+824.7%
+75.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | -2.6% | -0.2% | -2.5% | -2.6% |
| 30D | +0.9% | +1.8% | -1.0% | +0.6% |
| 3M | +10.0% | -6.2% | +16.2% | +10.9% |
| 6M | +10.4% | -5.0% | +15.4% | +11.0% |
| YTD | +8.9% | +2.1% | +6.8% | +8.2% |
| 1Y | +23.4% | -5.7% | +29.1% | +23.9% |
| 3Y | +33.1% | +7.9% | +25.2% | +30.0% |
| 5Y | +33.3% | -32.3% | +65.6% | +38.5% |
| 10Y | +170.8% | +95.0% | +75.8% | +143.6% |
| All | +899.8% | +824.7% | +75.1% | +609.8% |
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