+133.7%
AMT vs CAPR
-68.2%
+201.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.9% | +10.7% | +0.8% |
| 7D | +1.6% | +7.6% | -6.0% | +1.6% |
| 30D | +4.5% | +13.3% | -8.8% | +4.4% |
| 3M | +13.8% | +130.4% | -116.6% | +13.4% |
| 6M | +10.0% | -70.8% | +80.8% | +10.1% |
| YTD | +11.8% | -69.3% | +81.0% | +11.8% |
| 1Y | +10.2% | +59.5% | -49.3% | +9.0% |
| 3Y | +15.1% | +216.8% | -201.6% | +12.8% |
| 5Y | -18.8% | +152.7% | -171.5% | -20.5% |
| 10Y | +133.7% | -68.2% | +201.9% | +123.3% |
| All | +133.7% | -68.2% | +201.9% | +123.3% |
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