-18.8%
AMT vs AMC
-99.1%
+80.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.0% | +0.7% |
| 7D | +1.6% | +5.5% | -3.8% | +1.4% |
| 30D | +4.5% | +16.1% | -11.6% | +3.9% |
| 3M | +13.8% | +43.0% | -29.2% | +12.3% |
| 6M | +10.0% | +130.7% | -120.6% | +6.3% |
| YTD | +11.8% | +121.8% | -110.0% | +7.7% |
| 1Y | +10.2% | +40.7% | -30.4% | +7.7% |
| 3Y | +15.1% | -56.8% | +72.0% | +14.9% |
| 5Y | -18.8% | -99.1% | +80.3% | -10.7% |
| All | -18.8% | -99.1% | +80.3% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 5y: compounded portfolio wealth divided by compounded AMC 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…
5y analysis · Full analysis span regression · 6 months rolling