+112.7%
AMT vs ALL
+370.9%
-258.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.8% | -1.0% |
| 7D | +0.5% | -1.9% | +2.5% | +1.3% |
| 30D | +13.6% | +13.8% | -0.2% | +8.2% |
| 3M | +11.5% | -7.0% | +18.5% | +14.1% |
| 6M | +6.9% | +18.0% | -11.1% | 0.0% |
| YTD | +10.8% | +24.2% | -13.4% | +1.3% |
| 1Y | +10.3% | +31.2% | -20.9% | -1.3% |
| 3Y | +12.4% | +107.5% | -95.1% | -17.9% |
| 5Y | -20.1% | +144.8% | -164.9% | -47.1% |
| All | +112.7% | +370.9% | -258.2% | +35.2% |
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