-2.8%
AMT vs BTSG
+421.3%
-424.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | 0.0% |
| 7D | -0.2% | +5.7% | -5.9% | 0.0% |
| 30D | +1.8% | +0.2% | +1.6% | +1.9% |
| 3M | -6.2% | +5.6% | -11.8% | -6.1% |
| 6M | -5.0% | +50.8% | -55.8% | -4.7% |
| YTD | +2.1% | +67.0% | -65.0% | +2.5% |
| 1Y | -5.7% | +145.5% | -151.3% | -5.4% |
| All | -2.8% | +421.3% | -424.1% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling