+84.0%
AMD vs AMT
+11.5%
+72.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.7% | +13.7% | +9.8% |
| 7D | -11.0% | +0.5% | -11.6% | -10.8% |
| 30D | -30.5% | +13.6% | -44.1% | -26.3% |
| 3M | -8.2% | +11.5% | -19.7% | -3.4% |
| 6M | +6.6% | +6.9% | -0.4% | +12.0% |
| YTD | +109.7% | +10.8% | +98.8% | +121.0% |
| All | +84.0% | +11.5% | +72.6% | +94.7% |
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