-31.3%
AMT vs AG
+64.2%
-95.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.9% |
| 7D | -0.2% | +1.0% | -1.2% | -0.3% |
| 30D | +4.6% | +19.2% | -14.5% | +3.4% |
| 3M | -8.4% | +6.2% | -14.6% | -9.1% |
| 6M | -6.0% | -26.7% | +20.7% | -4.6% |
| YTD | +2.1% | +26.1% | -24.0% | -1.1% |
| 1Y | -6.4% | +131.7% | -138.0% | -14.6% |
| 3Y | +8.1% | +255.3% | -247.3% | -9.3% |
| All | -31.3% | +64.2% | -95.5% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling