+580.2%
AMT vs BND
+75.4%
+504.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.2% |
| 7D | +1.6% | -0.1% | +1.7% | +1.7% |
| 30D | +4.5% | +1.3% | +3.2% | +3.6% |
| 3M | +13.8% | -0.7% | +14.5% | +14.3% |
| 6M | +10.0% | -1.6% | +11.7% | +11.1% |
| YTD | +11.8% | -1.0% | +12.8% | +12.5% |
| 1Y | +10.2% | -0.7% | +10.9% | +10.8% |
| 3Y | +15.1% | +14.1% | +1.1% | +8.5% |
| 5Y | -18.8% | -1.5% | -17.3% | -22.4% |
| 10Y | +133.7% | +17.3% | +116.4% | +130.3% |
| All | +580.2% | +75.4% | +504.8% | +654.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling