-30.9%
AMT vs AGI
+392.7%
-423.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | +1.5% | +2.2% | -0.8% | +1.2% |
| 30D | +3.7% | +11.3% | -7.5% | +2.3% |
| 3M | -7.2% | +5.6% | -12.8% | -8.2% |
| 6M | -4.2% | -27.7% | +23.5% | -0.5% |
| YTD | +1.9% | -4.1% | +6.0% | +0.7% |
| 1Y | -6.4% | +13.8% | -20.2% | -10.7% |
| 3Y | +7.7% | +217.0% | -209.3% | -17.3% |
| 5Y | -30.9% | +404.3% | -435.2% | -52.6% |
| All | -30.9% | +392.7% | -423.6% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling