+602.2%
AMT vs ACWI
+330.1%
+272.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +2.5% |
| 7D | +4.4% | -4.0% | +8.4% | +7.6% |
| 30D | +17.7% | -5.8% | +23.5% | +23.1% |
| 3M | +16.7% | -5.0% | +21.7% | +21.2% |
| 6M | +11.1% | +0.7% | +10.4% | +9.5% |
| YTD | +13.9% | +8.4% | +5.4% | +5.4% |
| 1Y | +12.5% | +10.1% | +2.4% | +2.8% |
| 3Y | +13.2% | +70.8% | -57.6% | -29.8% |
| 5Y | -17.9% | +55.4% | -73.2% | -45.0% |
| 10Y | +122.8% | +223.3% | -100.5% | -21.0% |
| All | +602.2% | +330.1% | +272.1% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling