+15.2%
AMT vs ALL
+113.3%
-98.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -2.4% | -2.6% | +0.2% | -1.7% |
| 30D | +4.2% | +12.7% | -8.5% | +1.1% |
| 3M | +13.4% | +0.4% | +13.0% | +13.2% |
| 6M | +9.4% | +23.8% | -14.4% | +3.4% |
| YTD | +11.7% | +27.8% | -16.1% | +4.6% |
| 1Y | +7.1% | +28.9% | -21.7% | +0.1% |
| All | +15.2% | +113.3% | -98.1% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling