+10.1%
AMT vs CAPR
+63.5%
-53.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.9% | +7.9% | +1.0% |
| 7D | +1.5% | +5.9% | -4.4% | +1.5% |
| 30D | +6.8% | +44.6% | -37.8% | +6.8% |
| 3M | +11.2% | +126.4% | -115.2% | +11.1% |
| 6M | +12.5% | -68.6% | +81.1% | +12.3% |
| YTD | +12.5% | -67.0% | +79.5% | +12.4% |
| 1Y | +10.1% | +65.2% | -55.1% | +9.9% |
| All | +10.1% | +63.5% | -53.4% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling