+1,341.7%
AMT vs BG
+940.3%
+401.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.3% |
| 7D | -2.4% | +3.4% | -5.7% | -3.1% |
| 30D | +4.2% | -3.8% | +8.0% | +5.0% |
| 3M | +13.4% | -9.6% | +23.0% | +15.5% |
| 6M | +9.4% | -19.5% | +28.9% | +13.9% |
| YTD | +11.7% | +14.6% | -2.9% | +6.7% |
| 1Y | +7.1% | +6.6% | +0.5% | +4.0% |
| 3Y | +15.1% | +4.7% | +10.4% | +10.2% |
| 5Y | -17.9% | +22.1% | -39.9% | -25.7% |
| 10Y | +133.5% | +109.2% | +24.4% | +73.7% |
| All | +1,341.7% | +940.3% | +401.4% | +940.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling