-13.5%
AMT vs BR
+18.8%
-32.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +1.5% | +1.1% | +0.4% | +1.0% |
| 30D | +6.8% | +14.4% | -7.6% | +0.8% |
| 3M | +11.2% | +12.4% | -1.2% | +5.5% |
| 6M | +12.5% | +35.4% | -23.0% | -2.1% |
| YTD | +12.5% | -12.2% | +24.7% | +18.7% |
| 1Y | +10.1% | -12.7% | +22.9% | +16.5% |
| 3Y | +16.0% | +14.3% | +1.8% | +3.1% |
| All | -13.5% | +18.8% | -32.2% | -27.4% |
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