-5.6%
AMT vs COMP
-52.8%
+47.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.1% |
| 7D | -2.2% | +8.9% | -11.1% | -3.0% |
| 30D | +5.8% | +14.0% | -8.2% | +4.3% |
| 3M | +12.6% | -21.1% | +33.7% | +14.4% |
| 6M | +8.3% | +20.1% | -11.8% | +5.4% |
| YTD | +11.4% | -5.0% | +16.4% | +9.6% |
| 1Y | +7.7% | +5.7% | +2.0% | +4.7% |
| 3Y | +14.8% | +412.2% | -397.4% | -9.8% |
| 5Y | -18.0% | -12.1% | -5.9% | -32.4% |
| All | -5.6% | -52.8% | +47.1% | -22.5% |
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