+260.8%
AMT vs AR
-32.8%
+293.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.3% |
| 7D | +4.4% | -11.7% | +16.1% | +5.1% |
| 30D | +17.7% | +1.8% | +15.9% | +17.5% |
| 3M | +16.7% | +6.0% | +10.7% | +16.1% |
| 6M | +11.1% | -7.0% | +18.2% | +11.4% |
| YTD | +13.9% | +5.6% | +8.3% | +13.1% |
| 1Y | +12.5% | +10.8% | +1.7% | +11.4% |
| 3Y | +13.2% | +19.3% | -6.2% | +10.2% |
| 5Y | -17.9% | +73.3% | -91.2% | -22.6% |
| 10Y | +122.8% | +47.6% | +75.2% | +90.2% |
| All | +260.8% | -32.8% | +293.6% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling