-13.5%
AMT vs AA
-17.9%
+4.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.7% | +1.1% |
| 7D | +1.5% | +0.5% | +1.0% | +1.5% |
| 30D | +6.8% | -0.6% | +7.4% | +6.8% |
| 3M | +11.2% | -19.7% | +30.9% | +12.5% |
| 6M | +12.5% | -41.6% | +54.1% | +15.6% |
| YTD | +12.5% | -24.6% | +37.1% | +12.7% |
| 1Y | +10.1% | +4.9% | +5.2% | +7.2% |
| 3Y | +16.0% | +66.8% | -50.8% | +3.4% |
| All | -13.5% | -17.9% | +4.5% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling