+105.7%
AMT vs BAX
-36.6%
+142.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.9% |
| 7D | -0.2% | -2.4% | +2.3% | +0.4% |
| 30D | +1.8% | -9.7% | +11.6% | +4.6% |
| 3M | -6.2% | +29.3% | -35.4% | -13.1% |
| 6M | -5.0% | +40.7% | -45.6% | -14.4% |
| YTD | +2.1% | +30.3% | -28.2% | -7.5% |
| 1Y | -5.7% | +3.4% | -9.1% | -8.9% |
| 3Y | +7.9% | -32.0% | +39.9% | +15.2% |
| 5Y | -32.3% | -66.9% | +34.5% | -2.6% |
| All | +105.7% | -36.6% | +142.3% | +145.0% |
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