+1,439.7%
AMT vs ALL
+1,021.0%
+418.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.8% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +5.8% | +12.8% | -7.0% | +1.3% |
| 3M | +12.6% | +4.7% | +7.9% | +10.5% |
| 6M | +8.3% | +24.9% | -16.6% | -0.5% |
| YTD | +11.4% | +30.0% | -18.6% | +0.6% |
| 1Y | +7.7% | +29.9% | -22.2% | -2.8% |
| 3Y | +14.8% | +117.5% | -102.7% | -15.5% |
| 5Y | -18.0% | +161.7% | -179.6% | -44.8% |
| 10Y | +133.0% | +377.1% | -244.1% | +23.4% |
| All | +1,439.7% | +1,021.0% | +418.7% | +469.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling