+133.7%
AMT vs BN
+280.2%
-146.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.2% |
| 7D | +1.6% | +4.3% | -2.7% | +0.1% |
| 30D | +4.5% | +14.3% | -9.8% | -0.5% |
| 3M | +13.8% | -4.1% | +17.9% | +15.2% |
| 6M | +10.0% | -9.7% | +19.7% | +13.4% |
| YTD | +11.8% | -7.1% | +18.9% | +13.3% |
| 1Y | +10.2% | -7.4% | +17.7% | +11.7% |
| 3Y | +15.1% | +102.3% | -87.2% | -19.2% |
| 5Y | -18.8% | +35.9% | -54.8% | -34.2% |
| 10Y | +133.7% | +289.2% | -155.5% | +24.9% |
| All | +133.7% | +280.2% | -146.6% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling