-31.3%
AMT vs AR
+143.7%
-175.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -0.2% | +2.5% | -2.7% | -0.4% |
| 30D | +4.6% | +14.8% | -10.2% | +3.6% |
| 3M | -8.4% | +6.2% | -14.7% | -8.9% |
| 6M | -6.0% | +4.3% | -10.3% | -6.5% |
| YTD | +2.1% | +14.4% | -12.2% | +0.8% |
| 1Y | -6.4% | +21.3% | -27.7% | -8.1% |
| 3Y | +8.1% | +39.8% | -31.7% | +2.6% |
| All | -31.3% | +143.7% | -175.0% | -37.2% |
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