+133.5%
AMT vs CAPR
-59.1%
+192.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +26.5% | -26.6% | -0.1% |
| 7D | -2.4% | +25.8% | -28.2% | -2.4% |
| 30D | +4.2% | +50.2% | -46.0% | +4.1% |
| 3M | +13.4% | +185.5% | -172.1% | +13.0% |
| 6M | +9.4% | -64.8% | +74.2% | +9.4% |
| YTD | +11.7% | -61.1% | +72.8% | +11.6% |
| 1Y | +7.1% | +81.0% | -73.8% | +5.9% |
| 3Y | +15.1% | +300.7% | -285.6% | +12.7% |
| 5Y | -17.9% | +223.3% | -241.2% | -19.7% |
| 10Y | +133.5% | -58.8% | +192.3% | +123.6% |
| All | +133.5% | -59.1% | +192.6% | +123.6% |
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