+806.1%
AMT vs A
+457.0%
+349.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -0.2% | -1.9% | +1.7% | +0.4% |
| 30D | +4.6% | +6.9% | -2.3% | +2.0% |
| 3M | -8.4% | +9.2% | -17.7% | -11.7% |
| 6M | -6.0% | +25.7% | -31.7% | -14.7% |
| YTD | +2.1% | +11.5% | -9.4% | -3.6% |
| 1Y | -6.4% | +18.4% | -24.7% | -13.9% |
| 3Y | +8.1% | +26.6% | -18.5% | -6.2% |
| 5Y | -31.9% | -12.8% | -19.1% | -33.4% |
| 10Y | +97.1% | +247.2% | -150.1% | +13.7% |
| All | +806.1% | +457.0% | +349.1% | +255.3% |
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