+415.8%
AMT vs BAH
+1,056.2%
-640.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.8% | -1.7% |
| 7D | +0.5% | -3.5% | +4.1% | +1.3% |
| 30D | +13.6% | +24.3% | -10.6% | +8.2% |
| 3M | +11.5% | +16.3% | -4.9% | +7.5% |
| 6M | +6.9% | +13.6% | -6.7% | +3.3% |
| YTD | +10.8% | +3.5% | +7.3% | +8.2% |
| 1Y | +10.3% | +2.7% | +7.6% | +7.7% |
| 3Y | +12.4% | -26.6% | +39.0% | +14.3% |
| 5Y | -20.1% | +8.5% | -28.6% | -27.7% |
| 10Y | +116.8% | +225.1% | -108.3% | +54.8% |
| All | +415.8% | +1,056.2% | -640.4% | +174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling