+3,580.3%
AMT vs AGI
+4,206.7%
-626.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +1.5% | -10.1% | +11.6% | +2.1% |
| 30D | +6.8% | -6.5% | +13.4% | +7.1% |
| 3M | +11.2% | -12.8% | +24.0% | +11.9% |
| 6M | +12.5% | -34.3% | +46.8% | +14.6% |
| YTD | +12.5% | -25.6% | +38.1% | +13.5% |
| 1Y | +10.1% | -14.2% | +24.3% | +10.1% |
| 3Y | +16.0% | +127.3% | -111.3% | +9.3% |
| 5Y | -17.2% | +241.8% | -258.9% | -24.1% |
| 10Y | +135.2% | +381.8% | -246.5% | +107.1% |
| All | +3,580.3% | +4,206.7% | -626.5% | +3,204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling