+832.0%
AMT vs BB
+258.8%
+573.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.2% | -5.6% | +5.4% | +0.6% |
| 30D | +4.6% | -11.8% | +16.4% | +6.4% |
| 3M | -8.4% | -25.5% | +17.1% | -5.7% |
| 6M | -6.0% | +121.3% | -127.3% | -18.8% |
| YTD | +2.1% | +103.2% | -101.0% | -10.7% |
| 1Y | -6.4% | +102.6% | -109.0% | -18.7% |
| 3Y | +8.1% | +37.5% | -29.4% | -6.2% |
| 5Y | -31.9% | -30.4% | -1.5% | -36.6% |
| 10Y | +97.1% | 0.0% | +97.1% | +43.4% |
| All | +832.0% | +258.8% | +573.1% | +300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling