+100.6%
AMT vs BR
+190.5%
-90.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -2.7% | -6.0% | +3.3% | -0.1% |
| 30D | +2.0% | -0.9% | +2.9% | +2.3% |
| 3M | -9.3% | +16.4% | -25.7% | -15.5% |
| 6M | -5.2% | -8.2% | +2.9% | -2.3% |
| YTD | +0.5% | -23.2% | +23.7% | +11.7% |
| 1Y | -7.3% | -30.9% | +23.7% | +8.1% |
| 3Y | +6.2% | -5.0% | +11.2% | +4.9% |
| 5Y | -31.2% | +8.8% | -39.9% | -37.5% |
| All | +100.6% | +190.5% | -90.0% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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