+484.3%
AMT vs BTG
+392.0%
+92.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -0.2% | -0.9% | +0.7% | -0.2% |
| 30D | +4.6% | +36.8% | -32.2% | +2.6% |
| 3M | -8.4% | +23.1% | -31.5% | -9.8% |
| 6M | -6.0% | +3.5% | -9.5% | -6.7% |
| YTD | +2.1% | +25.5% | -23.4% | 0.0% |
| 1Y | -6.4% | +40.1% | -46.5% | -9.2% |
| 3Y | +8.1% | +101.1% | -93.1% | +1.7% |
| 5Y | -31.9% | +70.6% | -102.5% | -35.7% |
| 10Y | +97.1% | +152.1% | -55.0% | +79.6% |
| All | +484.3% | +392.0% | +92.3% | +366.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling