+95.0%
AMT vs BP
+126.3%
-31.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.4% |
| 7D | -0.2% | +0.9% | -1.1% | -0.3% |
| 30D | +1.8% | +9.1% | -7.3% | +0.5% |
| 3M | -6.2% | +3.9% | -10.1% | -6.9% |
| 6M | -5.0% | +13.6% | -18.6% | -7.1% |
| YTD | +2.1% | +34.0% | -32.0% | -2.9% |
| 1Y | -5.7% | +39.2% | -44.9% | -11.0% |
| 3Y | +7.9% | +36.4% | -28.5% | +1.2% |
| 5Y | -32.3% | +135.8% | -168.1% | -43.5% |
| 10Y | +95.0% | +125.0% | -30.0% | +53.7% |
| All | +95.0% | +126.3% | -31.2% | +53.7% |
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