+97.3%
AGG vs AMT
+2,650.4%
-2,553.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.6% | -2.4% | +1.8% | -0.5% |
| 30D | +1.6% | +4.2% | -2.6% | +1.5% |
| 3M | -0.5% | +13.4% | -13.9% | -0.7% |
| 6M | -1.1% | +9.4% | -10.5% | -1.3% |
| YTD | -0.7% | +11.7% | -12.4% | -1.0% |
| 1Y | -0.7% | +7.1% | -7.8% | -0.8% |
| 3Y | +14.5% | +15.1% | -0.6% | +14.2% |
| 5Y | -0.9% | -17.9% | +16.9% | -1.1% |
| 10Y | +17.1% | +133.5% | -116.5% | +17.5% |
| All | +97.3% | +2,650.4% | -2,553.0% | +98.9% |
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