-31.3%
AMT vs ALL
+118.4%
-149.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.7% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +4.6% | -1.5% | +6.1% | +5.0% |
| 3M | -8.4% | +23.6% | -32.1% | -13.7% |
| 6M | -6.0% | +22.3% | -28.4% | -11.3% |
| YTD | +2.1% | +26.5% | -24.4% | -4.6% |
| 1Y | -6.4% | +27.0% | -33.4% | -12.8% |
| 3Y | +8.1% | +149.6% | -141.5% | -17.8% |
| All | -31.3% | +118.4% | -149.7% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling