+124.5%
AMT vs ALB
+38.2%
+86.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.4% | +9.5% | -9.1% | -0.6% |
| 30D | +3.7% | -2.1% | +5.8% | +3.9% |
| 3M | +10.7% | -24.1% | +34.9% | +13.8% |
| 6M | +9.3% | -51.0% | +60.3% | +17.4% |
| YTD | +10.9% | -29.3% | +40.3% | +12.9% |
| 1Y | +10.5% | +3.2% | +7.4% | +6.9% |
| 3Y | +15.5% | -9.3% | +24.9% | +8.4% |
| 5Y | -20.6% | -61.6% | +41.0% | -16.0% |
| 10Y | +124.5% | +40.8% | +83.8% | +61.2% |
| All | +124.5% | +38.2% | +86.3% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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