+229.1%
AMT vs AMC
-97.7%
+326.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -2.7% |
| 7D | +0.5% | +2.6% | -2.1% | +0.5% |
| 30D | +13.6% | +9.0% | +4.6% | +13.4% |
| 3M | +11.5% | +22.2% | -10.7% | +11.1% |
| 6M | +6.9% | +91.5% | -84.5% | +5.6% |
| YTD | +10.8% | +101.3% | -90.5% | +9.3% |
| 1Y | +10.3% | +20.8% | -10.4% | +9.5% |
| 3Y | +12.4% | -71.3% | +83.7% | +12.7% |
| 5Y | -20.1% | -99.2% | +79.2% | -18.0% |
| 10Y | +116.8% | -98.7% | +215.5% | +124.4% |
| All | +229.1% | -97.7% | +326.8% | +219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling