-17.9%
AMT vs BTDR
-29.7%
+11.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.7% | -9.7% | 0.0% |
| 7D | -2.4% | +7.7% | -10.0% | -2.3% |
| 30D | +4.2% | -24.1% | +28.3% | +4.2% |
| 3M | +13.4% | -19.1% | +32.5% | +13.4% |
| 6M | +9.4% | -46.6% | +56.0% | +9.3% |
| YTD | +11.7% | -37.3% | +49.0% | +11.7% |
| 1Y | +7.1% | -53.2% | +60.3% | +7.1% |
| 3Y | +15.1% | +77.1% | -62.0% | +14.3% |
| 5Y | -17.9% | -29.7% | +11.8% | -19.6% |
| All | -17.9% | -29.7% | +11.8% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling