+105.4%
AMT vs A
+236.6%
-131.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | +0.3% |
| 7D | +1.5% | -4.4% | +5.8% | +2.9% |
| 30D | +3.7% | -2.7% | +6.4% | +4.5% |
| 3M | -7.2% | +7.0% | -14.2% | -9.7% |
| 6M | -4.2% | +24.6% | -28.8% | -12.2% |
| YTD | +1.9% | +7.0% | -5.1% | -1.9% |
| 1Y | -6.4% | +15.6% | -21.9% | -12.8% |
| 3Y | +7.7% | +29.9% | -22.2% | -8.2% |
| 5Y | -30.9% | -15.4% | -15.5% | -30.6% |
| 10Y | +105.4% | +248.9% | -143.5% | +22.0% |
| All | +105.4% | +236.6% | -131.2% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling