+95.0%
AMT vs BB
+3.3%
+91.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | -0.2% | +0.5% | -0.7% | -0.2% |
| 30D | +1.8% | -12.4% | +14.2% | +2.7% |
| 3M | -6.2% | -15.3% | +9.1% | -5.7% |
| 6M | -5.0% | +128.8% | -133.8% | -11.7% |
| YTD | +2.1% | +107.7% | -105.6% | -4.5% |
| 1Y | -5.7% | +103.9% | -109.6% | -12.0% |
| 3Y | +7.9% | +72.6% | -64.7% | -0.8% |
| 5Y | -32.3% | -24.3% | -8.1% | -35.1% |
| 10Y | +95.0% | +3.1% | +91.9% | +58.7% |
| All | +95.0% | +3.3% | +91.7% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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