+196.6%
AMD vs AMT
-18.8%
+215.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.4% | -16.8% | -17.2% |
| 7D | -28.6% | +4.4% | -33.0% | -28.9% |
| 30D | -37.7% | +17.7% | -55.5% | -39.1% |
| 3M | -16.1% | +16.7% | -32.8% | -17.8% |
| 6M | +13.8% | +11.1% | +2.7% | +11.5% |
| YTD | +88.8% | +13.9% | +75.0% | +83.1% |
| 1Y | +57.8% | +12.5% | +45.3% | +53.3% |
| 3Y | +260.3% | +13.2% | +247.1% | +220.0% |
| 5Y | +196.6% | -17.9% | +214.5% | +221.7% |
| All | +196.6% | -18.8% | +215.4% | +221.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling