+3,240.9%
AMT vs AGI
+5,459.2%
-2,218.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.0% |
| 7D | -0.2% | +0.6% | -0.8% | -0.3% |
| 30D | +4.6% | +18.2% | -13.6% | +3.6% |
| 3M | -8.4% | -4.1% | -4.3% | -8.5% |
| 6M | -6.0% | -28.7% | +22.7% | -4.6% |
| YTD | +2.1% | -4.0% | +6.1% | +1.7% |
| 1Y | -6.4% | +17.4% | -23.8% | -8.0% |
| 3Y | +8.1% | +203.0% | -195.0% | +0.3% |
| 5Y | -31.9% | +376.7% | -408.6% | -38.6% |
| 10Y | +97.1% | +407.5% | -310.4% | +72.6% |
| All | +3,240.9% | +5,459.2% | -2,218.2% | +2,861.8% |
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