+95.8%
AGG vs AMT
+2,670.6%
-2,574.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -1.5% | +1.5% | -3.0% | -1.5% |
| 30D | +0.6% | +6.8% | -6.2% | +0.5% |
| 3M | -1.6% | +11.2% | -12.8% | -1.8% |
| 6M | -1.6% | +12.5% | -14.1% | -1.8% |
| YTD | -1.5% | +12.5% | -14.0% | -1.8% |
| 1Y | -1.1% | +10.1% | -11.2% | -1.3% |
| 3Y | +13.6% | +16.0% | -2.4% | +13.3% |
| 5Y | -1.7% | -17.2% | +15.5% | -1.9% |
| 10Y | +16.1% | +135.2% | -119.1% | +16.5% |
| All | +95.8% | +2,670.6% | -2,574.8% | +97.3% |
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