+112.7%
AMT vs ALLY
+189.4%
-76.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.4% |
| 7D | +0.5% | +0.9% | -0.4% | +0.4% |
| 30D | +13.6% | +3.1% | +10.5% | +13.0% |
| 3M | +11.5% | -12.6% | +24.0% | +13.8% |
| 6M | +6.9% | -12.4% | +19.4% | +8.9% |
| YTD | +10.8% | -13.2% | +24.0% | +12.7% |
| 1Y | +10.3% | +1.8% | +8.5% | +9.2% |
| 3Y | +12.4% | +58.0% | -45.6% | -0.4% |
| 5Y | -20.1% | -8.4% | -11.6% | -24.0% |
| All | +112.7% | +189.4% | -76.7% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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