+12.5%
AMT vs BTG
-6.6%
+19.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | +1.5% | -9.1% | +10.6% | +1.6% |
| 30D | +6.8% | -1.6% | +8.4% | +6.6% |
| 3M | +11.2% | -2.8% | +14.0% | +11.4% |
| 6M | +12.5% | -7.6% | +20.1% | +13.3% |
| All | +12.5% | -6.6% | +19.0% | +13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling