+1,308.0%
AMT vs BNY
+909.6%
+398.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +3.7% | +1.9% | +1.8% | +3.0% |
| 3M | -7.2% | +13.9% | -21.1% | -11.6% |
| 6M | -4.2% | +42.3% | -46.5% | -15.5% |
| YTD | +1.9% | +41.8% | -40.0% | -10.4% |
| 1Y | -6.4% | +57.9% | -64.3% | -20.8% |
| 3Y | +7.7% | +290.7% | -283.0% | -34.4% |
| 5Y | -30.9% | +252.3% | -283.2% | -57.2% |
| 10Y | +105.4% | +412.8% | -307.4% | +4.1% |
| All | +1,308.0% | +909.6% | +398.3% | +320.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling