+375.3%
AMT vs BAH
+886.2%
-510.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -0.2% | -3.2% | +3.0% | +0.5% |
| 30D | +4.6% | +2.0% | +2.6% | +4.1% |
| 3M | -8.4% | -7.6% | -0.8% | -7.2% |
| 6M | -6.0% | -5.7% | -0.4% | -5.5% |
| YTD | +2.1% | -11.7% | +13.9% | +3.4% |
| 1Y | -6.4% | -27.4% | +21.0% | -1.3% |
| 3Y | +8.1% | -32.5% | +40.6% | +11.8% |
| 5Y | -31.9% | -3.3% | -28.6% | -36.9% |
| 10Y | +97.1% | +186.0% | -88.9% | +45.1% |
| All | +375.3% | +886.2% | -510.9% | +163.0% |
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