+1,352.3%
AMT vs BG
+954.5%
+397.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | +1.5% | +2.6% | -1.1% | +0.9% |
| 30D | +6.8% | -6.7% | +13.5% | +8.4% |
| 3M | +11.2% | -9.3% | +20.5% | +13.1% |
| 6M | +12.5% | -18.3% | +30.8% | +16.7% |
| YTD | +12.5% | +16.2% | -3.7% | +7.2% |
| 1Y | +10.1% | +7.6% | +2.5% | +6.7% |
| 3Y | +16.0% | +6.6% | +9.5% | +10.6% |
| 5Y | -17.2% | +22.2% | -39.4% | -25.1% |
| 10Y | +135.2% | +112.0% | +23.2% | +74.5% |
| All | +1,352.3% | +954.5% | +397.8% | +944.6% |
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