+3,553.4%
AMT vs AGI
+4,416.0%
-862.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.1% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +4.2% | -7.6% | +11.8% | +4.5% |
| 3M | +13.4% | -10.2% | +23.6% | +13.9% |
| 6M | +9.4% | -31.5% | +40.9% | +11.2% |
| YTD | +11.7% | -22.0% | +33.7% | +12.3% |
| 1Y | +7.1% | -7.9% | +15.0% | +6.7% |
| 3Y | +15.1% | +137.6% | -122.5% | +8.1% |
| 5Y | -17.9% | +256.7% | -274.6% | -24.9% |
| 10Y | +133.5% | +405.2% | -271.7% | +105.1% |
| All | +3,553.4% | +4,416.0% | -862.6% | +3,172.0% |
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 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