-18.8%
AMT vs AR
+87.1%
-106.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.5% |
| 7D | +1.6% | -5.8% | +7.4% | +2.0% |
| 30D | +4.5% | +4.8% | -0.4% | +4.0% |
| 3M | +13.8% | +1.5% | +12.3% | +13.5% |
| 6M | +10.0% | +4.7% | +5.3% | +9.4% |
| YTD | +11.8% | +9.2% | +2.6% | +10.5% |
| 1Y | +10.2% | +11.2% | -0.9% | +8.8% |
| 3Y | +15.1% | +46.2% | -31.1% | +7.8% |
| 5Y | -18.8% | +98.1% | -116.9% | -27.7% |
| All | -18.8% | +87.1% | -106.0% | -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