-20.3%
AMT vs BEN
+19.4%
-39.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.7% | -7.4% | -3.9% |
| 7D | +0.5% | +6.6% | -6.1% | -1.2% |
| 30D | +13.6% | +3.8% | +9.8% | +12.2% |
| 3M | +11.5% | +0.2% | +11.2% | +11.1% |
| 6M | +6.9% | +10.4% | -3.5% | +3.4% |
| YTD | +10.8% | +46.2% | -35.3% | -1.7% |
| 1Y | +10.3% | +52.3% | -41.9% | -3.4% |
| 3Y | +12.4% | +65.9% | -53.5% | -7.3% |
| All | -20.3% | +19.4% | -39.8% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling