+7.7%
AMT vs A
+16.3%
-8.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | -2.2% | +0.7% | -2.9% | -2.2% |
| 30D | +5.8% | +0.8% | +5.0% | +5.7% |
| 3M | +12.6% | +16.9% | -4.3% | +12.3% |
| 6M | +8.3% | +53.8% | -45.5% | +7.8% |
| YTD | +11.4% | +28.1% | -16.7% | +9.9% |
| 1Y | +7.7% | +15.0% | -7.3% | +7.8% |
| All | +7.7% | +16.3% | -8.6% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling