+95.0%
AMT vs AME
+421.6%
-326.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.2% | +2.8% | -2.9% | -1.1% |
| 30D | +1.8% | -6.3% | +8.1% | +4.0% |
| 3M | -6.2% | +5.4% | -11.6% | -8.5% |
| 6M | -5.0% | +7.4% | -12.4% | -8.2% |
| YTD | +2.1% | +16.2% | -14.1% | -4.4% |
| 1Y | -5.7% | +26.8% | -32.6% | -14.8% |
| 3Y | +7.9% | +57.5% | -49.6% | -13.3% |
| 5Y | -32.3% | +84.8% | -117.2% | -49.8% |
| 10Y | +95.0% | +424.3% | -329.3% | +22.2% |
| All | +95.0% | +421.6% | -326.6% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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