+15.5%
AMT vs COMP
+309.8%
-294.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.2% | +7.7% | 0.0% |
| 7D | +4.4% | -1.8% | +6.2% | +4.4% |
| 30D | +17.7% | -0.8% | +18.5% | +17.6% |
| 3M | +16.7% | -28.1% | +44.8% | +18.7% |
| 6M | +11.1% | +27.0% | -15.9% | +8.3% |
| YTD | +13.9% | -12.8% | +26.7% | +13.0% |
| 1Y | +12.5% | +4.9% | +7.6% | +9.8% |
| All | +15.5% | +309.8% | -294.3% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling