+8.3%
AMT vs AU
+599.6%
-591.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | 0.0% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +1.8% | +12.8% | -10.9% | +0.9% |
| 3M | -6.2% | +28.5% | -34.6% | -8.1% |
| 6M | -5.0% | +4.8% | -9.8% | -5.7% |
| YTD | +2.1% | +31.0% | -28.9% | -1.6% |
| 1Y | -5.7% | +81.4% | -87.2% | -12.9% |
| All | +8.3% | +599.6% | -591.3% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling