+7.7%
AMT vs AME
+22.2%
-14.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -2.2% | +8.1% | -10.3% | -1.5% |
| 30D | +5.8% | -3.8% | +9.5% | +5.6% |
| 3M | +12.6% | -6.6% | +19.2% | +12.1% |
| 6M | +8.3% | +4.6% | +3.7% | +7.8% |
| YTD | +11.4% | +17.9% | -6.5% | +6.6% |
| 1Y | +7.7% | +23.2% | -15.5% | +1.4% |
| All | +7.7% | +22.2% | -14.5% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling