+142.4%
AMT vs ALLY
+174.3%
-31.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | +6.8% | +5.2% | +1.6% | +5.9% |
| 3M | +11.2% | -13.3% | +24.5% | +13.7% |
| 6M | +12.5% | -6.7% | +19.1% | +13.4% |
| YTD | +12.5% | -12.8% | +25.3% | +14.4% |
| 1Y | +10.1% | +0.7% | +9.4% | +9.2% |
| 3Y | +16.0% | +65.2% | -49.2% | +1.6% |
| 5Y | -17.2% | -10.1% | -7.0% | -21.0% |
| All | +142.4% | +174.3% | -31.8% | +84.6% |
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