+15.2%
AMT vs BG
+5.0%
+10.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.1% |
| 7D | -2.4% | +3.4% | -5.7% | -2.5% |
| 30D | +4.2% | -3.8% | +8.0% | +4.3% |
| 3M | +13.4% | -9.6% | +23.0% | +13.7% |
| 6M | +9.4% | -19.5% | +28.9% | +10.5% |
| YTD | +11.7% | +14.6% | -2.9% | +8.8% |
| 1Y | +7.1% | +6.6% | +0.5% | +5.1% |
| All | +15.2% | +5.0% | +10.1% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling