+98.3%
AGG vs AMT
+2,415.1%
-2,316.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.1% |
| 7D | -0.2% | -0.2% | +0.1% | -0.2% |
| 30D | -0.4% | +4.6% | -5.0% | -0.5% |
| 3M | -0.7% | -8.4% | +7.8% | -0.5% |
| 6M | -1.5% | -6.0% | +4.5% | -1.5% |
| YTD | -0.3% | +2.1% | -2.4% | -0.3% |
| 1Y | +1.3% | -6.4% | +7.7% | +1.4% |
| 3Y | +13.2% | +8.1% | +5.2% | +13.1% |
| 5Y | -1.4% | -31.9% | +30.5% | -1.5% |
| 10Y | +14.9% | +97.1% | -82.3% | +15.4% |
| All | +98.3% | +2,415.1% | -2,316.8% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling