+6,351.7%
AMD vs AMT
+113.8%
+6,238.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.7% | +13.7% | +11.8% |
| 7D | -11.0% | +0.5% | -11.6% | -11.3% |
| 30D | -30.5% | +13.6% | -44.1% | -33.4% |
| 3M | -8.2% | +11.5% | -19.7% | -11.7% |
| 6M | +6.6% | +6.9% | -0.4% | +2.5% |
| YTD | +109.7% | +10.8% | +98.8% | +97.7% |
| 1Y | +88.9% | +10.3% | +78.6% | +78.2% |
| 3Y | +301.8% | +12.4% | +289.4% | +249.8% |
| 5Y | +229.4% | -20.1% | +249.4% | +237.8% |
| All | +6,351.7% | +113.8% | +6,238.0% | +5,641.8% |
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