+591.4%
AMT vs CAPR
-99.1%
+690.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.1% | -0.4% |
| 7D | +4.4% | +29.7% | -25.4% | +4.3% |
| 30D | +17.7% | +11.0% | +6.8% | +17.7% |
| 3M | +16.7% | +118.8% | -102.2% | +16.4% |
| 6M | +11.1% | -73.9% | +85.0% | +11.2% |
| YTD | +13.9% | -70.2% | +84.1% | +13.9% |
| 1Y | +12.5% | +38.3% | -25.8% | +11.6% |
| 3Y | +13.2% | +199.7% | -186.5% | +11.6% |
| 5Y | -17.9% | +130.6% | -148.4% | -19.1% |
| 10Y | +122.8% | -68.5% | +191.3% | +118.3% |
| All | +591.4% | -99.1% | +690.5% | +589.1% |
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 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