+133.5%
AMT vs ALLY
+182.4%
-48.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | -2.4% | -2.8% | +0.4% | -1.9% |
| 30D | +4.2% | +1.9% | +2.3% | +3.8% |
| 3M | +13.4% | -12.1% | +25.5% | +15.7% |
| 6M | +9.4% | -9.0% | +18.4% | +10.8% |
| YTD | +11.7% | -12.9% | +24.6% | +13.6% |
| 1Y | +7.1% | -0.1% | +7.2% | +6.4% |
| 3Y | +15.1% | +64.6% | -49.5% | +0.9% |
| 5Y | -17.9% | -10.1% | -7.8% | -21.6% |
| 10Y | +133.5% | +176.7% | -43.2% | +83.8% |
| All | +133.5% | +182.4% | -48.8% | +83.8% |
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