+520.0%
AMT vs CAPR
-99.1%
+619.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | -0.2% | -2.0% | +1.8% | -0.2% |
| 30D | +4.6% | +139.2% | -134.6% | +4.4% |
| 3M | -8.4% | -66.4% | +57.9% | -8.4% |
| 6M | -6.0% | -63.1% | +57.1% | -6.0% |
| YTD | +2.1% | -67.4% | +69.6% | +2.2% |
| 1Y | -6.4% | +58.2% | -64.6% | -7.2% |
| 3Y | +8.1% | +42.2% | -34.2% | +6.7% |
| 5Y | -31.9% | +87.3% | -119.2% | -32.9% |
| 10Y | +97.1% | -75.3% | +172.4% | +93.2% |
| All | +520.0% | -99.1% | +619.1% | +518.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling