+100.6%
AMT vs BG
+171.4%
-70.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -2.7% | +3.7% | -6.4% | -3.3% |
| 30D | +2.0% | +12.3% | -10.3% | -0.1% |
| 3M | -9.3% | -2.2% | -7.1% | -9.2% |
| 6M | -5.2% | +5.3% | -10.6% | -6.7% |
| YTD | +0.5% | +42.4% | -41.9% | -6.5% |
| 1Y | -7.3% | +55.2% | -62.5% | -15.3% |
| 3Y | +6.2% | +21.0% | -14.7% | +0.6% |
| 5Y | -31.2% | +87.1% | -118.3% | -41.4% |
| All | +100.6% | +171.4% | -70.9% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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