+1,443.4%
AMT vs AEM
+3,984.6%
-2,541.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | -2.4% | +1.4% | -3.7% | -2.5% |
| 30D | +4.2% | -1.2% | +5.4% | +4.2% |
| 3M | +13.4% | +2.5% | +10.9% | +13.0% |
| 6M | +9.4% | -5.1% | +14.5% | +9.3% |
| YTD | +11.7% | +10.4% | +1.3% | +10.0% |
| 1Y | +7.1% | +11.8% | -4.6% | +5.4% |
| 3Y | +15.1% | +315.6% | -300.6% | +2.4% |
| 5Y | -17.9% | +266.3% | -284.1% | -26.8% |
| 10Y | +133.5% | +427.4% | -293.8% | +100.9% |
| All | +1,443.4% | +3,984.6% | -2,541.2% | +1,306.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling