-20.6%
AMT vs ACWI
+58.8%
-79.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -1.2% |
| 7D | +0.4% | +0.3% | 0.0% | +0.2% |
| 30D | +3.7% | -2.8% | +6.5% | +5.1% |
| 3M | +10.7% | -3.2% | +13.9% | +12.4% |
| 6M | +9.3% | +1.3% | +8.0% | +7.9% |
| YTD | +10.9% | +11.2% | -0.3% | +3.6% |
| 1Y | +10.5% | +13.8% | -3.2% | +1.8% |
| 3Y | +15.5% | +76.2% | -60.6% | -25.2% |
| 5Y | -20.6% | +59.5% | -80.0% | -45.7% |
| All | -20.6% | +58.8% | -79.4% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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