+1,218.4%
AMT vs BG
+1,131.5%
+86.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -0.2% | +2.8% | -3.0% | -0.9% |
| 30D | +4.6% | +12.0% | -7.4% | +1.8% |
| 3M | -8.4% | -7.7% | -0.8% | -7.2% |
| 6M | -6.0% | +4.5% | -10.5% | -7.7% |
| YTD | +2.1% | +35.7% | -33.6% | -5.7% |
| 1Y | -6.4% | +50.1% | -56.5% | -15.8% |
| 3Y | +8.1% | +12.6% | -4.6% | +2.2% |
| 5Y | -31.9% | +75.4% | -107.4% | -43.3% |
| 10Y | +97.1% | +150.5% | -53.4% | +41.0% |
| All | +1,218.4% | +1,131.5% | +86.9% | +819.1% |
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