+124.5%
AMT vs BP
+132.1%
-7.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.4% | -6.9% | +7.2% | +1.3% |
| 30D | +3.7% | -3.6% | +7.3% | +4.2% |
| 3M | +10.7% | +8.4% | +2.3% | +9.2% |
| 6M | +9.3% | +5.3% | +3.9% | +8.1% |
| YTD | +10.9% | +33.2% | -22.2% | +5.6% |
| 1Y | +10.5% | +28.2% | -17.6% | +5.8% |
| 3Y | +15.5% | +49.2% | -33.7% | +6.8% |
| 5Y | -20.6% | +102.9% | -123.4% | -31.6% |
| 10Y | +124.5% | +127.7% | -3.1% | +85.4% |
| All | +124.5% | +132.1% | -7.6% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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