-21.3%
AMT vs BTDR
-38.7%
+17.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -12.8% | +12.6% | -0.3% |
| 7D | -2.2% | +15.4% | -17.6% | -2.1% |
| 30D | +5.8% | -33.4% | +39.2% | +5.6% |
| 3M | +12.6% | -32.0% | +44.6% | +12.5% |
| 6M | +8.3% | -52.2% | +60.5% | +8.2% |
| YTD | +11.4% | -45.3% | +56.7% | +11.3% |
| 1Y | +7.7% | -56.0% | +63.7% | +7.6% |
| 3Y | +14.8% | +54.4% | -39.6% | +13.9% |
| 5Y | -18.0% | -38.5% | +20.6% | -20.8% |
| All | -21.3% | -38.7% | +17.4% | -24.0% |
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