-4.7%
AMT vs COMP
-52.0%
+47.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +6.8% | +16.6% | -9.7% | +5.1% |
| 3M | +11.2% | -23.5% | +34.7% | +13.4% |
| 6M | +12.5% | +25.7% | -13.3% | +9.0% |
| YTD | +12.5% | -3.4% | +15.9% | +10.5% |
| 1Y | +10.1% | +7.6% | +2.5% | +6.8% |
| 3Y | +16.0% | +423.6% | -407.6% | -9.0% |
| 5Y | -17.2% | -10.6% | -6.6% | -31.9% |
| All | -4.7% | -52.0% | +47.2% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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