+100.6%
AMT vs BTG
+158.3%
-57.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.1% |
| 7D | -2.7% | -5.5% | +2.8% | -2.2% |
| 30D | +2.0% | +6.1% | -4.1% | +1.4% |
| 3M | -9.3% | +38.6% | -47.9% | -12.4% |
| 6M | -5.2% | +0.7% | -5.9% | -6.0% |
| YTD | +0.5% | +20.3% | -19.9% | -2.7% |
| 1Y | -7.3% | +25.0% | -32.3% | -10.9% |
| 3Y | +6.2% | +97.3% | -91.1% | -4.2% |
| 5Y | -31.2% | +78.3% | -109.5% | -37.9% |
| All | +100.6% | +158.3% | -57.8% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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