+142.4%
AMT vs AGI
+389.5%
-247.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +1.5% | -10.1% | +11.6% | +2.3% |
| 30D | +6.8% | -6.5% | +13.4% | +7.2% |
| 3M | +11.2% | -12.8% | +24.0% | +12.1% |
| 6M | +12.5% | -34.3% | +46.8% | +15.6% |
| YTD | +12.5% | -25.6% | +38.1% | +13.8% |
| 1Y | +10.1% | -14.2% | +24.3% | +10.0% |
| 3Y | +16.0% | +127.3% | -111.3% | +5.7% |
| 5Y | -17.2% | +241.8% | -258.9% | -27.4% |
| All | +142.4% | +389.5% | -247.1% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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