-4.3%
AMT vs BTSG
+382.3%
-386.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.6% | +5.2% | -1.6% |
| 7D | -2.7% | -5.8% | +3.1% | -2.8% |
| 30D | +2.0% | 0.0% | +2.0% | +2.1% |
| 3M | -9.3% | -4.5% | -4.8% | -9.4% |
| 6M | -5.2% | +40.0% | -45.2% | -5.1% |
| YTD | +0.5% | +54.6% | -54.1% | +0.7% |
| 1Y | -7.3% | +106.1% | -113.4% | -7.1% |
| All | -4.3% | +382.3% | -386.7% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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