+140.1%
AMT vs A
+300.7%
-160.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.5% |
| 7D | -2.2% | +0.7% | -2.9% | -2.4% |
| 30D | +5.8% | +0.8% | +5.0% | +5.2% |
| 3M | +12.6% | +16.9% | -4.3% | +6.4% |
| 6M | +8.3% | +53.8% | -45.5% | -7.4% |
| YTD | +11.4% | +28.1% | -16.7% | +0.8% |
| 1Y | +7.7% | +15.0% | -7.3% | +1.2% |
| 3Y | +14.8% | +63.1% | -48.3% | -10.0% |
| 5Y | -18.0% | +11.5% | -29.4% | -25.6% |
| All | +140.1% | +300.7% | -160.6% | +35.5% |
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