+95.0%
AMT vs AA
+121.7%
-26.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.3% |
| 7D | -0.2% | +1.7% | -1.8% | -0.3% |
| 30D | +1.8% | +3.3% | -1.5% | +1.6% |
| 3M | -6.2% | -29.4% | +23.2% | -4.5% |
| 6M | -5.0% | -12.8% | +7.8% | -4.8% |
| YTD | +2.1% | -2.1% | +4.2% | +1.2% |
| 1Y | -5.7% | +62.8% | -68.5% | -10.0% |
| 3Y | +7.9% | +90.5% | -82.6% | -0.3% |
| 5Y | -32.3% | +19.1% | -51.4% | -36.4% |
| 10Y | +95.0% | +124.8% | -29.8% | +49.4% |
| All | +95.0% | +121.7% | -26.7% | +49.4% |
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