+238.2%
AMT vs AMC
-97.8%
+335.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -12.5% | +12.1% | -0.3% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | +17.7% | +4.4% | +13.3% | +17.6% |
| 3M | +16.7% | +15.4% | +1.3% | +16.4% |
| 6M | +11.1% | +93.7% | -82.6% | +9.8% |
| YTD | +13.9% | +97.4% | -83.6% | +12.3% |
| 1Y | +12.5% | +23.2% | -10.7% | +11.6% |
| 3Y | +13.2% | -71.3% | +84.4% | +13.4% |
| 5Y | -17.9% | -99.3% | +81.4% | -15.7% |
| 10Y | +122.8% | -98.7% | +221.5% | +130.7% |
| All | +238.2% | -97.8% | +335.9% | +227.9% |
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