-13.5%
AMT vs A
+11.8%
-25.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.9% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | +6.8% | 0.0% | +6.8% | +6.6% |
| 3M | +11.2% | +16.7% | -5.5% | +6.9% |
| 6M | +12.5% | +54.8% | -42.4% | +0.2% |
| YTD | +12.5% | +28.8% | -16.3% | +4.8% |
| 1Y | +10.1% | +19.3% | -9.2% | +4.7% |
| 3Y | +16.0% | +65.5% | -49.5% | -5.7% |
| All | -13.5% | +11.8% | -25.3% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling