+251.1%
AMT vs AR
-33.4%
+284.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | +0.5% | -14.3% | +14.8% | +1.4% |
| 30D | +13.6% | +1.4% | +12.2% | +13.5% |
| 3M | +11.5% | +3.4% | +8.1% | +11.1% |
| 6M | +6.9% | -2.1% | +9.0% | +6.9% |
| YTD | +10.8% | +4.7% | +6.1% | +10.1% |
| 1Y | +10.3% | +10.6% | -0.3% | +9.3% |
| 3Y | +12.4% | +24.6% | -12.2% | +9.2% |
| 5Y | -20.1% | +71.9% | -92.0% | -24.6% |
| 10Y | +116.8% | +46.4% | +70.5% | +85.2% |
| All | +251.1% | -33.4% | +284.5% | +216.7% |
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