+124.5%
AMT vs ALLY
+201.0%
-76.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +3.7% | +3.4% | +0.3% | +3.1% |
| 3M | +10.7% | -11.1% | +21.8% | +12.8% |
| 6M | +9.3% | -11.5% | +20.7% | +11.1% |
| YTD | +10.9% | -12.3% | +23.3% | +12.7% |
| 1Y | +10.5% | +1.1% | +9.4% | +9.5% |
| 3Y | +15.5% | +64.8% | -49.3% | +1.4% |
| 5Y | -20.6% | -6.9% | -13.7% | -24.7% |
| 10Y | +124.5% | +194.9% | -70.4% | +86.2% |
| All | +124.5% | +201.0% | -76.5% | +86.2% |
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