+133.7%
AMT vs AA
+45.1%
+88.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +1.0% |
| 7D | +1.6% | +1.2% | +0.4% | +1.5% |
| 30D | +4.5% | -5.0% | +9.5% | +4.7% |
| 3M | +13.8% | -22.2% | +36.0% | +15.2% |
| 6M | +10.0% | -36.3% | +46.4% | +12.4% |
| YTD | +11.8% | -24.2% | +35.9% | +12.3% |
| 1Y | +10.2% | +3.9% | +6.4% | +8.3% |
| 3Y | +15.1% | +67.6% | -52.4% | +6.7% |
| 5Y | -18.8% | -8.8% | -10.0% | -22.5% |
| 10Y | +133.7% | +45.0% | +88.7% | +80.7% |
| All | +133.7% | +45.1% | +88.6% | +80.7% |
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