+1,311.4%
AMT vs BP
+299.3%
+1,012.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -0.2% | +3.9% | -4.2% | -1.3% |
| 30D | +4.6% | +7.6% | -3.0% | +2.3% |
| 3M | -8.4% | +0.7% | -9.1% | -9.0% |
| 6M | -6.0% | +15.5% | -21.5% | -10.6% |
| YTD | +2.1% | +30.8% | -28.7% | -6.7% |
| 1Y | -6.4% | +34.3% | -40.7% | -15.3% |
| 3Y | +8.1% | +35.1% | -27.0% | -4.6% |
| 5Y | -31.9% | +126.8% | -158.8% | -50.7% |
| 10Y | +97.1% | +123.4% | -26.2% | +30.3% |
| All | +1,311.4% | +299.3% | +1,012.0% | +532.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling