+228.3%
AMT vs ALLY
+101.5%
+126.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +4.4% | -1.1% | +5.5% | +4.5% |
| 30D | +17.7% | +4.2% | +13.6% | +16.9% |
| 3M | +16.7% | -12.4% | +29.1% | +19.1% |
| 6M | +11.1% | -8.7% | +19.8% | +12.5% |
| YTD | +13.9% | -11.6% | +25.5% | +15.6% |
| 1Y | +12.5% | +0.2% | +12.4% | +11.7% |
| 3Y | +13.2% | +57.1% | -43.9% | +0.3% |
| 5Y | -17.9% | -6.8% | -11.0% | -22.0% |
| 10Y | +122.8% | +200.4% | -77.6% | +56.0% |
| All | +228.3% | +101.5% | +126.8% | +140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling