+12.4%
AMT vs AME
+62.2%
-49.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -2.5% |
| 7D | +0.5% | -5.2% | +5.7% | +0.3% |
| 30D | +13.6% | -8.0% | +21.6% | +13.1% |
| 3M | +11.5% | -8.9% | +20.4% | +10.9% |
| 6M | +6.9% | -5.0% | +11.9% | +6.8% |
| YTD | +10.8% | +11.9% | -1.1% | +10.7% |
| 1Y | +10.3% | +16.6% | -6.3% | +10.4% |
| 3Y | +12.4% | +62.5% | -50.1% | +7.8% |
| All | +12.4% | +62.2% | -49.8% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling