+124.5%
AMT vs CAPR
-64.9%
+189.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.4% | -9.3% | +0.1% |
| 7D | +0.4% | +36.0% | -35.7% | +0.3% |
| 30D | +3.7% | +25.8% | -22.1% | +3.6% |
| 3M | +10.7% | +140.8% | -130.1% | +10.3% |
| 6M | +9.3% | -67.6% | +76.8% | +9.3% |
| YTD | +10.9% | -65.9% | +76.8% | +10.9% |
| 1Y | +10.5% | +66.1% | -55.6% | +9.3% |
| 3Y | +15.5% | +256.9% | -241.3% | +13.2% |
| 5Y | -20.6% | +172.1% | -192.7% | -22.3% |
| 10Y | +124.5% | -64.7% | +189.2% | +114.3% |
| All | +124.5% | -64.9% | +189.5% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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