+133.7%
AMT vs AG
+64.1%
+69.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.9% | +6.6% | +1.0% |
| 7D | +1.6% | +6.0% | -4.3% | +1.3% |
| 30D | +4.5% | -13.5% | +18.0% | +5.2% |
| 3M | +13.8% | -20.7% | +34.5% | +14.9% |
| 6M | +10.0% | -31.5% | +41.6% | +11.7% |
| YTD | +11.8% | -10.1% | +21.9% | +10.7% |
| 1Y | +10.2% | +26.0% | -15.8% | +6.7% |
| 3Y | +15.1% | +228.9% | -213.7% | +1.6% |
| 5Y | -18.8% | +8.7% | -27.5% | -24.6% |
| 10Y | +133.7% | +71.9% | +61.8% | +107.6% |
| All | +133.7% | +64.1% | +69.6% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling