-31.3%
AMT vs BEN
+39.3%
-70.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -2.0% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | +4.6% | -0.5% | +5.2% | +4.7% |
| 3M | -8.4% | +9.7% | -18.2% | -10.9% |
| 6M | -6.0% | +33.9% | -39.9% | -13.6% |
| YTD | +2.1% | +49.0% | -46.9% | -9.1% |
| 1Y | -6.4% | +42.1% | -48.5% | -15.8% |
| 3Y | +8.1% | +51.9% | -43.8% | -6.3% |
| All | -31.3% | +39.3% | -70.6% | -42.7% |
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