+115.4%
AMD vs AMT
+9.0%
+106.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.0% | -9.7% | -8.3% |
| 7D | +18.9% | +1.5% | +17.4% | +19.8% |
| 30D | -6.4% | +6.8% | -13.3% | -3.3% |
| 3M | +10.6% | +11.2% | -0.6% | +16.2% |
| 6M | +19.9% | +12.5% | +7.4% | +27.1% |
| YTD | +149.4% | +12.5% | +136.9% | +163.0% |
| 1Y | +115.4% | +10.1% | +105.3% | +129.7% |
| All | +115.4% | +9.0% | +106.4% | +129.7% |
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