+1,431.6%
AMT vs AME
+6,981.5%
-5,549.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -3.8% |
| 7D | +0.5% | -5.2% | +5.7% | +2.6% |
| 30D | +13.6% | -8.0% | +21.6% | +17.3% |
| 3M | +11.5% | -8.9% | +20.4% | +15.3% |
| 6M | +6.9% | -5.0% | +11.9% | +7.6% |
| YTD | +10.8% | +11.9% | -1.1% | +3.0% |
| 1Y | +10.3% | +16.6% | -6.3% | +0.5% |
| 3Y | +12.4% | +62.5% | -50.1% | -15.5% |
| 5Y | -20.1% | +67.6% | -87.7% | -41.1% |
| 10Y | +116.8% | +450.4% | -333.5% | -14.9% |
| All | +1,431.6% | +6,981.5% | -5,549.9% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling