+1,443.4%
AMT vs AA
+37.7%
+1,405.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.7% | -0.6% |
| 7D | -2.4% | +1.1% | -3.5% | -2.7% |
| 30D | +4.2% | -1.3% | +5.5% | +4.2% |
| 3M | +13.4% | -23.9% | +37.3% | +18.9% |
| 6M | +9.4% | -36.8% | +46.2% | +17.6% |
| YTD | +11.7% | -22.2% | +33.8% | +13.2% |
| 1Y | +7.1% | +10.4% | -3.2% | +0.7% |
| 3Y | +15.1% | +72.0% | -56.9% | -8.2% |
| 5Y | -17.9% | -15.6% | -2.2% | -28.7% |
| 10Y | +133.5% | +47.8% | +85.7% | +40.0% |
| All | +1,443.4% | +37.7% | +1,405.6% | +681.9% |
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