-31.2%
AMT vs BLK
+29.1%
-60.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -2.7% | -5.2% | +2.5% | -0.8% |
| 30D | +2.0% | -7.0% | +9.1% | +4.7% |
| 3M | -9.3% | +5.7% | -14.9% | -11.4% |
| 6M | -5.2% | +11.0% | -16.2% | -9.5% |
| YTD | +0.5% | +0.9% | -0.4% | -1.0% |
| 1Y | -7.3% | -1.6% | -5.7% | -8.0% |
| 3Y | +6.2% | +64.5% | -58.2% | -20.4% |
| 5Y | -31.2% | +30.9% | -62.0% | -45.4% |
| All | -31.2% | +29.1% | -60.3% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 5y: compounded portfolio wealth divided by compounded BLK 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…
5y analysis · Full analysis span regression · 6 months rolling