+95.0%
AMT vs ALL
+355.7%
-260.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.8% |
| 7D | -0.2% | -1.7% | +1.5% | +0.5% |
| 30D | +1.8% | -4.7% | +6.5% | +3.6% |
| 3M | -6.2% | +18.4% | -24.6% | -12.1% |
| 6M | -5.0% | +20.5% | -25.5% | -11.7% |
| YTD | +2.1% | +23.5% | -21.5% | -6.4% |
| 1Y | -5.7% | +29.0% | -34.7% | -15.2% |
| 3Y | +7.9% | +153.7% | -145.8% | -27.5% |
| 5Y | -32.3% | +114.8% | -147.1% | -52.5% |
| 10Y | +95.0% | +356.1% | -261.1% | +6.2% |
| All | +95.0% | +355.7% | -260.7% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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