+14.2%
AGG vs AMT
+103.9%
-89.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -0.9% | -2.7% | +1.8% | -0.8% |
| 30D | -1.0% | +2.0% | -3.0% | -1.1% |
| 3M | -1.3% | -9.3% | +8.0% | -0.8% |
| 6M | -2.1% | -5.2% | +3.2% | -1.9% |
| YTD | -1.2% | +0.5% | -1.7% | -1.4% |
| 1Y | -0.5% | -7.3% | +6.8% | -0.3% |
| 3Y | +12.4% | +6.2% | +6.2% | +11.7% |
| 5Y | -2.4% | -31.2% | +28.8% | -2.1% |
| All | +14.2% | +103.9% | -89.7% | +9.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling