-20.3%
AMT vs A
+15.4%
-35.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.1% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +13.6% | +3.4% | +10.3% | +12.6% |
| 3M | +11.5% | +23.8% | -12.4% | +5.6% |
| 6M | +6.9% | +49.0% | -42.1% | -3.8% |
| YTD | +10.8% | +29.4% | -18.6% | +3.1% |
| 1Y | +10.3% | +19.4% | -9.1% | +4.9% |
| 3Y | +12.4% | +66.2% | -53.8% | -8.8% |
| All | -20.3% | +15.4% | -35.7% | -26.6% |
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