+7.1%
AMT vs BTSG
+493.4%
-486.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +1.5% | +6.0% | -4.5% | +1.7% |
| 30D | +6.8% | +12.4% | -5.6% | +7.1% |
| 3M | +11.2% | +18.2% | -7.0% | +11.7% |
| 6M | +12.5% | +26.0% | -13.6% | +13.0% |
| YTD | +12.5% | +90.1% | -77.6% | +13.3% |
| 1Y | +10.1% | +124.3% | -114.2% | +10.9% |
| All | +7.1% | +493.4% | -486.3% | +4.7% |
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