+3,341.7%
AMD vs AMT
+1,473.8%
+1,867.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.4% | -16.8% | -17.1% |
| 7D | -28.6% | +4.4% | -33.0% | -29.6% |
| 30D | -37.7% | +17.7% | -55.5% | -41.4% |
| 3M | -16.1% | +16.7% | -32.8% | -20.9% |
| 6M | +13.8% | +11.1% | +2.7% | +7.6% |
| YTD | +88.8% | +13.9% | +75.0% | +75.7% |
| 1Y | +57.8% | +12.5% | +45.3% | +47.3% |
| 3Y | +260.3% | +13.2% | +247.1% | +221.9% |
| 5Y | +196.6% | -17.9% | +214.5% | +195.7% |
| 10Y | +6,064.6% | +122.8% | +5,941.8% | +4,181.9% |
| All | +3,341.7% | +1,473.8% | +1,867.9% | +816.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling