+106.2%
AMT vs BNY
+416.3%
-310.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | -1.3% | +2.5% | +1.5% |
| 30D | +4.4% | -0.2% | +4.5% | +4.4% |
| 3M | -5.2% | +14.9% | -20.1% | -8.8% |
| 6M | -0.8% | +40.0% | -40.8% | -9.5% |
| YTD | +3.3% | +42.0% | -38.7% | -6.4% |
| 1Y | -6.0% | +56.9% | -62.9% | -17.3% |
| 3Y | +9.6% | +289.9% | -280.3% | -26.7% |
| 5Y | -29.2% | +259.2% | -288.4% | -52.5% |
| All | +106.2% | +416.3% | -310.1% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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