-20.3%
AMT vs AR
+71.8%
-92.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | +0.5% | -14.3% | +14.8% | +1.6% |
| 30D | +13.6% | +1.4% | +12.2% | +13.4% |
| 3M | +11.5% | +3.4% | +8.1% | +11.0% |
| 6M | +6.9% | -2.1% | +9.0% | +6.8% |
| YTD | +10.8% | +4.7% | +6.1% | +9.9% |
| 1Y | +10.3% | +10.6% | -0.3% | +8.9% |
| 3Y | +12.4% | +24.6% | -12.2% | +7.2% |
| All | -20.3% | +71.8% | -92.1% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling