+112.7%
AMT vs CAPR
-68.5%
+181.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.7% | -7.3% | -2.7% |
| 7D | +0.5% | +41.1% | -40.5% | +0.4% |
| 30D | +13.6% | +11.1% | +2.5% | +13.6% |
| 3M | +11.5% | +115.3% | -103.8% | +11.1% |
| 6M | +6.9% | -73.8% | +80.8% | +7.0% |
| YTD | +10.8% | -68.8% | +79.6% | +10.9% |
| 1Y | +10.3% | +43.3% | -33.0% | +9.1% |
| 3Y | +12.4% | +214.7% | -202.3% | +10.1% |
| 5Y | -20.1% | +141.3% | -161.4% | -21.8% |
| All | +112.7% | -68.5% | +181.2% | +103.1% |
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