+1,311.4%
AMT vs BN
+7,023.5%
-5,712.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.2% | -2.5% | +2.3% | +0.7% |
| 30D | +4.6% | -9.5% | +14.1% | +8.7% |
| 3M | -8.4% | -10.4% | +1.9% | -4.7% |
| 6M | -6.0% | -6.4% | +0.3% | -4.4% |
| YTD | +2.1% | -11.9% | +14.0% | +6.0% |
| 1Y | -6.4% | -8.6% | +2.2% | -4.8% |
| 3Y | +8.1% | +77.6% | -69.5% | -19.6% |
| 5Y | -31.9% | +37.0% | -69.0% | -44.9% |
| 10Y | +97.1% | +266.4% | -169.3% | +1.8% |
| All | +1,311.4% | +7,023.5% | -5,712.1% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling