+133.7%
AMT vs AR
+52.4%
+81.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.6% |
| 7D | +1.6% | -5.8% | +7.4% | +1.9% |
| 30D | +4.5% | +4.8% | -0.4% | +4.1% |
| 3M | +13.8% | +1.5% | +12.3% | +13.6% |
| 6M | +10.0% | +4.7% | +5.3% | +9.6% |
| YTD | +11.8% | +9.2% | +2.6% | +10.9% |
| 1Y | +10.2% | +11.2% | -0.9% | +9.2% |
| 3Y | +15.1% | +46.2% | -31.1% | +10.9% |
| 5Y | -18.8% | +98.1% | -116.9% | -23.6% |
| 10Y | +133.7% | +54.5% | +79.1% | +86.0% |
| All | +133.7% | +52.4% | +81.3% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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