+24.4%
ALAB vs AMT
+12.4%
+12.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | +0.2% |
| 7D | -7.5% | +1.6% | -9.1% | -6.2% |
| 30D | -36.8% | +4.5% | -41.3% | -34.4% |
| 3M | -31.9% | +13.8% | -45.6% | -25.3% |
| 6M | +8.2% | +10.0% | -1.8% | +17.9% |
| YTD | +29.9% | +11.8% | +18.2% | +40.1% |
| 1Y | +24.4% | +10.2% | +14.2% | +37.5% |
| All | +24.4% | +12.4% | +12.0% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling