-30.9%
AMT vs BR
+7.6%
-38.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +1.5% | -5.0% | +6.5% | +3.7% |
| 30D | +3.7% | -2.5% | +6.2% | +4.8% |
| 3M | -7.2% | +13.5% | -20.7% | -12.5% |
| 6M | -4.2% | -9.4% | +5.3% | -0.5% |
| YTD | +1.9% | -23.3% | +25.2% | +13.9% |
| 1Y | -6.4% | -31.6% | +25.2% | +10.7% |
| 3Y | +7.7% | -5.1% | +12.8% | +4.8% |
| 5Y | -30.9% | +8.2% | -39.1% | -40.2% |
| All | -30.9% | +7.6% | -38.5% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling