+620.0%
AMT vs AG
+294.5%
+325.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -2.8% |
| 7D | +0.5% | +6.3% | -5.8% | +0.1% |
| 30D | +13.6% | -8.9% | +22.6% | +14.3% |
| 3M | +11.5% | -12.2% | +23.7% | +12.2% |
| 6M | +6.9% | -28.3% | +35.2% | +8.7% |
| YTD | +10.8% | -8.8% | +19.7% | +9.4% |
| 1Y | +10.3% | +39.4% | -29.0% | +4.9% |
| 3Y | +12.4% | +229.4% | -217.0% | -3.6% |
| 5Y | -20.1% | +14.5% | -34.6% | -26.9% |
| 10Y | +116.8% | +82.7% | +34.1% | +77.0% |
| All | +620.0% | +294.5% | +325.5% | +256.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling