+15.0%
AGG vs AMT
+106.8%
-91.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -0.2% | +1.5% | -1.6% | -0.2% |
| 30D | -0.2% | +3.7% | -4.0% | -0.4% |
| 3M | -0.7% | -7.2% | +6.5% | -0.4% |
| 6M | -1.8% | -4.2% | +2.4% | -1.6% |
| YTD | -0.6% | +1.9% | -2.5% | -0.8% |
| 1Y | +0.4% | -6.4% | +6.7% | +0.6% |
| 3Y | +13.2% | +7.7% | +5.4% | +12.3% |
| 5Y | -2.0% | -30.9% | +28.9% | -1.7% |
| All | +15.0% | +106.8% | -91.8% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling