+199.0%
AMD vs AMT
-20.2%
+219.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.7% | +13.7% | +11.3% |
| 7D | -11.0% | +0.5% | -11.6% | -11.1% |
| 30D | -30.5% | +13.6% | -44.1% | -31.7% |
| 3M | -8.2% | +11.5% | -19.7% | -9.7% |
| 6M | +6.6% | +6.9% | -0.4% | +4.9% |
| YTD | +109.7% | +10.8% | +98.8% | +103.8% |
| 1Y | +88.9% | +10.3% | +78.6% | +83.7% |
| 3Y | +301.8% | +12.4% | +289.4% | +253.5% |
| All | +199.0% | -20.2% | +219.2% | +224.7% |
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