+28.1%
XYZ vs AMT
+12.4%
+15.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.5% |
| 7D | +12.6% | +1.6% | +11.0% | +12.3% |
| 30D | +10.8% | +4.5% | +6.3% | +10.0% |
| 3M | +8.4% | +13.8% | -5.4% | +5.9% |
| 6M | +14.3% | +10.0% | +4.3% | +11.7% |
| YTD | +31.5% | +11.8% | +19.7% | +28.9% |
| 1Y | +28.1% | +10.2% | +17.9% | +26.1% |
| All | +28.1% | +12.4% | +15.7% | +26.1% |
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