-27.9%
AMT vs BTDR
+23.8%
-51.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.1% |
| 7D | -0.2% | +20.0% | -20.2% | -0.1% |
| 30D | +4.6% | +11.9% | -7.3% | +4.7% |
| 3M | -8.4% | -36.9% | +28.5% | -8.4% |
| 6M | -6.0% | +56.5% | -62.5% | -5.8% |
| YTD | +2.1% | +10.4% | -8.3% | +2.3% |
| 1Y | -6.4% | +3.1% | -9.5% | -6.2% |
| 3Y | +8.1% | -2.6% | +10.7% | +7.4% |
| 5Y | -31.9% | +25.2% | -57.1% | -34.2% |
| All | -27.9% | +23.8% | -51.7% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling