+124.5%
AMT vs A
+328.7%
-204.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.9% |
| 7D | +0.4% | +4.8% | -4.4% | -1.1% |
| 30D | +3.7% | +5.6% | -1.9% | +1.7% |
| 3M | +10.7% | +23.6% | -12.9% | +2.9% |
| 6M | +9.3% | +56.4% | -47.1% | -7.0% |
| YTD | +10.9% | +33.4% | -22.5% | -0.9% |
| 1Y | +10.5% | +23.7% | -13.2% | +1.4% |
| 3Y | +15.5% | +71.0% | -55.5% | -10.8% |
| 5Y | -20.6% | +16.8% | -37.4% | -29.1% |
| 10Y | +124.5% | +323.8% | -199.2% | +26.8% |
| All | +124.5% | +328.7% | -204.2% | +26.8% |
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