+1,311.4%
AMT vs ALB
+1,596.1%
-284.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.4% | -0.1% |
| 7D | -0.2% | -8.1% | +7.9% | +1.6% |
| 30D | +4.6% | +6.3% | -1.6% | +2.9% |
| 3M | -8.4% | -23.6% | +15.1% | -3.5% |
| 6M | -6.0% | -24.6% | +18.6% | -2.1% |
| YTD | +2.1% | -10.3% | +12.4% | +0.9% |
| 1Y | -6.4% | +61.5% | -67.8% | -21.2% |
| 3Y | +8.1% | -34.0% | +42.0% | +5.0% |
| 5Y | -31.9% | -44.6% | +12.7% | -34.8% |
| 10Y | +97.1% | +76.1% | +21.0% | +15.7% |
| All | +1,311.4% | +1,596.1% | -284.8% | +277.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling