+133.5%
AMT vs BND
+17.7%
+115.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -2.4% | -0.6% | -1.8% | -1.6% |
| 30D | +4.2% | +1.6% | +2.6% | +2.1% |
| 3M | +13.4% | -0.5% | +13.9% | +14.2% |
| 6M | +9.4% | -1.1% | +10.4% | +10.9% |
| YTD | +11.7% | -0.7% | +12.4% | +12.8% |
| 1Y | +7.1% | -0.7% | +7.8% | +8.1% |
| 3Y | +15.1% | +14.4% | +0.6% | -1.6% |
| 5Y | -17.9% | -1.1% | -16.8% | -21.0% |
| 10Y | +133.5% | +17.9% | +115.6% | +86.4% |
| All | +133.5% | +17.7% | +115.8% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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