+16.0%
AMT vs BP
+51.6%
-35.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | +1.5% | +3.8% | -2.3% | +1.4% |
| 30D | +6.8% | -5.3% | +12.1% | +7.1% |
| 3M | +11.2% | +9.3% | +2.0% | +10.8% |
| 6M | +12.5% | +7.2% | +5.3% | +12.0% |
| YTD | +12.5% | +38.0% | -25.5% | +10.8% |
| 1Y | +10.1% | +33.2% | -23.1% | +8.6% |
| 3Y | +16.0% | +50.3% | -34.3% | +11.1% |
| All | +16.0% | +51.6% | -35.5% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling