+95.0%
AMT vs BAH
+182.5%
-87.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.2% |
| 7D | -0.2% | -4.3% | +4.2% | +0.9% |
| 30D | +1.8% | -4.5% | +6.3% | +2.8% |
| 3M | -6.2% | -7.6% | +1.4% | -4.9% |
| 6M | -5.0% | -10.6% | +5.6% | -3.2% |
| YTD | +2.1% | -12.6% | +14.6% | +3.6% |
| 1Y | -5.7% | -27.0% | +21.2% | -0.4% |
| 3Y | +7.9% | -31.5% | +39.4% | +9.9% |
| 5Y | -32.3% | -3.8% | -28.5% | -39.8% |
| 10Y | +95.0% | +183.9% | -88.9% | +43.8% |
| All | +95.0% | +182.5% | -87.5% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling