-27.0%
AMT vs BTDR
+19.6%
-46.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.9% | +2.8% |
| 7D | +1.1% | -3.4% | +4.5% | +1.1% |
| 30D | +4.4% | +32.6% | -28.2% | +4.5% |
| 3M | -5.2% | -32.2% | +27.1% | -5.1% |
| 6M | -0.8% | +52.4% | -53.2% | -0.6% |
| YTD | +3.3% | +6.7% | -3.4% | +3.4% |
| 1Y | -6.0% | -15.2% | +9.2% | -5.9% |
| 3Y | +9.6% | +14.9% | -5.3% | +8.8% |
| 5Y | -29.2% | +20.8% | -50.0% | -31.6% |
| All | -27.0% | +19.6% | -46.6% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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