+1,444.4%
AMT vs ALB
+1,179.3%
+265.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +5.0% | +1.7% |
| 7D | +1.6% | +5.3% | -3.6% | +0.4% |
| 30D | +4.5% | -6.3% | +10.7% | +5.8% |
| 3M | +13.8% | -27.4% | +41.2% | +21.5% |
| 6M | +10.0% | -53.1% | +63.1% | +28.6% |
| YTD | +11.8% | -32.3% | +44.1% | +17.2% |
| 1Y | +10.2% | -7.3% | +17.5% | +6.6% |
| 3Y | +15.1% | -14.9% | +30.1% | +2.7% |
| 5Y | -18.8% | -62.0% | +43.2% | -14.8% |
| 10Y | +133.7% | +33.0% | +100.7% | +45.5% |
| All | +1,444.4% | +1,179.3% | +265.1% | +338.6% |
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