+124.5%
AMT vs AA
+64.5%
+60.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -0.2% |
| 7D | +0.4% | +4.8% | -4.4% | +0.1% |
| 30D | +3.7% | -0.6% | +4.4% | +3.7% |
| 3M | +10.7% | -16.3% | +27.0% | +11.7% |
| 6M | +9.3% | -33.4% | +42.7% | +11.3% |
| YTD | +10.9% | -20.7% | +31.6% | +11.2% |
| 1Y | +10.5% | +12.9% | -2.4% | +8.0% |
| 3Y | +15.5% | +75.7% | -60.2% | +6.8% |
| 5Y | -20.6% | -6.8% | -13.8% | -24.2% |
| 10Y | +124.5% | +53.6% | +70.9% | +73.4% |
| All | +124.5% | +64.5% | +60.1% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling