+7.9%
AMT vs AEM
+349.6%
-341.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -0.2% | +4.3% | -4.5% | -0.7% |
| 30D | +1.8% | +13.1% | -11.3% | +0.2% |
| 3M | -6.2% | +24.8% | -31.0% | -8.9% |
| 6M | -5.0% | -8.2% | +3.3% | -3.8% |
| YTD | +2.1% | +19.8% | -17.8% | -1.8% |
| 1Y | -5.7% | +32.1% | -37.8% | -11.7% |
| 3Y | +7.9% | +348.2% | -340.3% | -29.8% |
| All | +7.9% | +349.6% | -341.7% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 3y: compounded portfolio wealth divided by compounded AEM 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…
3y analysis · Full analysis span regression · 6 months rolling