+124.5%
AMT vs BAH
+218.8%
-94.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | +0.4% | -1.5% | +1.9% | +0.7% |
| 30D | +3.7% | +17.3% | -13.5% | -0.1% |
| 3M | +10.7% | +14.9% | -4.1% | +6.9% |
| 6M | +9.3% | +14.2% | -5.0% | +5.2% |
| YTD | +10.9% | +5.1% | +5.8% | +7.7% |
| 1Y | +10.5% | +2.1% | +8.4% | +7.9% |
| 3Y | +15.5% | -26.0% | +41.5% | +16.6% |
| 5Y | -20.6% | +9.0% | -29.5% | -31.0% |
| 10Y | +124.5% | +208.8% | -84.2% | +60.8% |
| All | +124.5% | +218.8% | -94.2% | +60.8% |
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