+133.8%
ADI vs AMT
-15.7%
+149.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.7% | -2.9% |
| 7D | +9.5% | +1.5% | +8.0% | +9.2% |
| 30D | -1.4% | +6.8% | -8.2% | -2.5% |
| 3M | +4.7% | +11.2% | -6.5% | +2.7% |
| 6M | -7.4% | +12.5% | -19.9% | -10.0% |
| YTD | +48.1% | +12.5% | +35.6% | +43.4% |
| 1Y | +69.6% | +10.1% | +59.5% | +65.1% |
| 3Y | +144.4% | +16.0% | +128.3% | +120.1% |
| All | +133.8% | -15.7% | +149.5% | +127.8% |
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 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