-13.5%
AMT vs BUD
+51.6%
-65.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.6% |
| 7D | +1.5% | +1.0% | +0.5% | +1.1% |
| 30D | +6.8% | +6.7% | +0.1% | +4.3% |
| 3M | +11.2% | +5.7% | +5.5% | +8.8% |
| 6M | +12.5% | +5.8% | +6.7% | +9.7% |
| YTD | +12.5% | +34.4% | -21.9% | +0.2% |
| 1Y | +10.1% | +33.3% | -23.2% | -1.7% |
| 3Y | +16.0% | +48.8% | -32.8% | -2.3% |
| All | -13.5% | +51.6% | -65.1% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 5y: compounded portfolio wealth divided by compounded BUD 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…
5y analysis · Full analysis span regression · 6 months rolling