+124.5%
AMT vs BAX
-35.6%
+160.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.5% |
| 7D | +0.4% | +9.0% | -8.7% | -1.9% |
| 30D | +3.7% | +8.5% | -4.8% | +1.2% |
| 3M | +10.7% | -4.1% | +14.8% | +11.5% |
| 6M | +9.3% | +46.9% | -37.7% | -2.4% |
| YTD | +10.9% | +38.4% | -27.4% | -1.2% |
| 1Y | +10.5% | +47.0% | -36.5% | -3.6% |
| 3Y | +15.5% | -14.9% | +30.5% | +14.2% |
| 5Y | -20.6% | -62.5% | +41.9% | +8.7% |
| 10Y | +124.5% | -33.9% | +158.5% | +177.6% |
| All | +124.5% | -35.6% | +160.2% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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