+6,406.4%
AMD vs AMT
+96.2%
+6,310.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.0% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | -0.9% | +4.6% | -5.6% | -2.4% |
| 3M | -8.7% | -8.4% | -0.3% | -6.9% |
| 6M | +136.3% | -6.0% | +142.4% | +137.6% |
| YTD | +123.0% | +2.1% | +120.9% | +116.3% |
| 1Y | +195.2% | -6.4% | +201.6% | +194.5% |
| 3Y | +336.3% | +8.1% | +328.3% | +279.2% |
| 5Y | +334.5% | -31.9% | +366.4% | +377.0% |
| All | +6,406.4% | +96.2% | +6,310.2% | +4,829.9% |
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 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