+30.1%
XYZ vs AMT
+9.1%
+21.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -2.2% | -2.4% | +0.2% | -1.7% |
| 30D | +11.6% | +4.2% | +7.4% | +10.8% |
| 3M | +8.4% | +13.4% | -5.0% | +5.9% |
| 6M | +17.2% | +9.4% | +7.8% | +14.5% |
| YTD | +31.7% | +11.7% | +20.0% | +29.0% |
| 1Y | +30.1% | +7.1% | +22.9% | +30.4% |
| All | +30.1% | +9.1% | +21.0% | +30.4% |
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