+563.5%
AMT vs AG
+445.6%
+117.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| 3M | -8.4% | +6.2% | -14.6% | -9.4% |
| 6M | -6.0% | -26.7% | +20.7% | -4.7% |
| YTD | +2.1% | +26.1% | -24.0% | -1.4% |
| 1Y | -6.4% | +131.7% | -138.0% | -14.7% |
| 3Y | +8.1% | +255.3% | -247.3% | -7.8% |
| 5Y | -31.9% | +61.9% | -93.9% | -39.3% |
| 10Y | +97.1% | +72.0% | +25.1% | +62.7% |
| All | +563.5% | +445.6% | +117.8% | +221.1% |
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