+9.6%
AMT vs BNY
+287.0%
-277.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | -1.3% | +2.5% | +1.3% |
| 30D | +4.4% | -0.2% | +4.5% | +4.4% |
| 3M | -5.2% | +14.9% | -20.1% | -7.2% |
| 6M | -0.8% | +40.0% | -40.8% | -5.9% |
| YTD | +3.3% | +42.0% | -38.7% | -2.7% |
| 1Y | -6.0% | +56.9% | -62.9% | -13.4% |
| 3Y | +9.6% | +289.9% | -280.3% | -36.3% |
| All | +9.6% | +287.0% | -277.4% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling