+10.3%
AMT vs COMP
+16.2%
-5.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.7% | -13.4% | -2.7% |
| 7D | +0.5% | +13.4% | -12.9% | +0.6% |
| 30D | +13.6% | +11.1% | +2.5% | +13.6% |
| 3M | +11.5% | -18.8% | +30.3% | +11.3% |
| 6M | +6.9% | +10.5% | -3.6% | +6.3% |
| YTD | +10.8% | -3.4% | +14.2% | +7.1% |
| 1Y | +10.3% | +19.7% | -9.4% | +4.3% |
| All | +10.3% | +16.2% | -5.8% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling