+1,311.4%
AMT vs AA
+67.3%
+1,244.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | +4.6% | +5.0% | -0.4% | +3.3% |
| 3M | -8.4% | -35.8% | +27.4% | -1.1% |
| 6M | -6.0% | -18.4% | +12.4% | -4.3% |
| YTD | +2.1% | -5.5% | +7.6% | +0.1% |
| 1Y | -6.4% | +61.0% | -67.3% | -18.7% |
| 3Y | +8.1% | +66.2% | -58.2% | -12.7% |
| 5Y | -31.9% | +11.4% | -43.3% | -44.7% |
| 10Y | +97.1% | +116.9% | -19.8% | +6.6% |
| All | +1,311.4% | +67.3% | +1,244.1% | +591.1% |
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