+223.5%
AMT vs AR
-27.2%
+250.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | -8.4% | +6.2% | -14.7% | -8.8% |
| 6M | -6.0% | +4.3% | -10.3% | -6.4% |
| YTD | +2.1% | +14.4% | -12.2% | +1.1% |
| 1Y | -6.4% | +21.3% | -27.7% | -7.7% |
| 3Y | +8.1% | +39.8% | -31.7% | +4.3% |
| 5Y | -31.9% | +142.1% | -174.0% | -37.0% |
| 10Y | +97.1% | +52.0% | +45.1% | +68.3% |
| All | +223.5% | -27.2% | +250.8% | +190.7% |
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 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