+989.9%
AMT vs AU
+793.6%
+196.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.8% |
| 7D | -0.2% | -3.6% | +3.4% | +0.1% |
| 30D | +4.6% | +23.9% | -19.2% | +2.3% |
| 3M | -8.4% | +19.1% | -27.5% | -10.4% |
| 6M | -6.0% | -0.2% | -5.9% | -6.9% |
| YTD | +2.1% | +32.5% | -30.3% | -2.1% |
| 1Y | -6.4% | +96.9% | -103.3% | -14.2% |
| 3Y | +8.1% | +614.7% | -606.7% | -14.7% |
| 5Y | -31.9% | +647.7% | -679.6% | -47.4% |
| 10Y | +97.1% | +679.2% | -582.1% | +44.0% |
| All | +989.9% | +793.6% | +196.3% | +638.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling