+1,431.6%
AMT vs BP
+305.9%
+1,125.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +0.5% | -11.6% | +12.2% | +4.0% |
| 30D | +13.6% | 0.0% | +13.6% | +13.3% |
| 3M | +11.5% | +6.7% | +4.7% | +8.9% |
| 6M | +6.9% | +2.2% | +4.8% | +5.5% |
| YTD | +10.8% | +33.0% | -22.2% | +0.5% |
| 1Y | +10.3% | +30.7% | -20.4% | +0.4% |
| 3Y | +12.4% | +44.2% | -31.8% | -2.8% |
| 5Y | -20.1% | +105.1% | -125.2% | -40.2% |
| 10Y | +116.8% | +133.5% | -16.7% | +40.7% |
| All | +1,431.6% | +305.9% | +1,125.7% | +581.1% |
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 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