+883.3%
AMT vs A
+546.2%
+337.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.3% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +13.6% | +3.4% | +10.3% | +12.1% |
| 3M | +11.5% | +23.8% | -12.4% | +2.8% |
| 6M | +6.9% | +49.0% | -42.1% | -8.6% |
| YTD | +10.8% | +29.4% | -18.6% | -1.1% |
| 1Y | +10.3% | +19.4% | -9.1% | +1.2% |
| 3Y | +12.4% | +66.2% | -53.8% | -11.8% |
| 5Y | -20.1% | +15.8% | -35.9% | -29.5% |
| 10Y | +116.8% | +326.1% | -209.2% | +16.0% |
| All | +883.3% | +546.2% | +337.1% | +264.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling