+133.5%
AMT vs ALB
+35.3%
+98.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -2.4% | +1.1% | -3.4% | -2.5% |
| 30D | +4.2% | -2.6% | +6.8% | +4.4% |
| 3M | +13.4% | -25.6% | +39.0% | +16.7% |
| 6M | +9.4% | -54.0% | +63.4% | +18.4% |
| YTD | +11.7% | -31.6% | +43.3% | +14.0% |
| 1Y | +7.1% | -6.6% | +13.7% | +4.9% |
| 3Y | +15.1% | -14.0% | +29.1% | +8.7% |
| 5Y | -17.9% | -62.5% | +44.7% | -12.9% |
| 10Y | +133.5% | +36.3% | +97.2% | +67.1% |
| All | +133.5% | +35.3% | +98.2% | +67.1% |
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