-4.1%
XLY vs AMT
-4.9%
+0.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.8% |
| 7D | -1.7% | +1.1% | -2.8% | -1.7% |
| 30D | -4.2% | +4.4% | -8.5% | -4.2% |
| 3M | -2.7% | -5.2% | +2.5% | -2.7% |
| 6M | -0.6% | -0.8% | +0.2% | -0.8% |
| YTD | -5.0% | +3.3% | -8.3% | -4.8% |
| 1Y | -4.1% | -6.0% | +1.9% | -5.2% |
| All | -4.1% | -4.9% | +0.8% | -5.2% |
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 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