+142.4%
AMT vs BN
+290.8%
-148.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | +1.5% | -1.0% | +2.5% | +1.8% |
| 30D | +6.8% | +14.0% | -7.1% | +1.8% |
| 3M | +11.2% | -9.0% | +20.2% | +14.7% |
| 6M | +12.5% | -8.8% | +21.3% | +15.5% |
| YTD | +12.5% | -10.3% | +22.8% | +15.4% |
| 1Y | +10.1% | -5.8% | +15.9% | +10.9% |
| 3Y | +16.0% | +94.8% | -78.8% | -17.5% |
| 5Y | -17.2% | +31.5% | -48.6% | -32.0% |
| All | +142.4% | +290.8% | -148.4% | +27.0% |
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