+1,431.6%
AMT vs AA
+32.7%
+1,398.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -3.2% |
| 7D | +0.5% | +0.9% | -0.4% | +0.3% |
| 30D | +13.6% | -6.7% | +20.3% | +14.9% |
| 3M | +11.5% | -16.3% | +27.8% | +14.7% |
| 6M | +6.9% | -37.1% | +44.0% | +15.1% |
| YTD | +10.8% | -25.0% | +35.8% | +13.2% |
| 1Y | +10.3% | +8.6% | +1.7% | +4.0% |
| 3Y | +12.4% | +57.2% | -44.8% | -8.5% |
| 5Y | -20.1% | -13.0% | -7.0% | -31.3% |
| 10Y | +116.8% | +65.5% | +51.3% | +24.4% |
| All | +1,431.6% | +32.7% | +1,398.9% | +682.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling