-20.6%
AMT vs COMP
-13.7%
-6.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.4% |
| 7D | +0.4% | +14.5% | -14.2% | -1.0% |
| 30D | +3.7% | +14.9% | -11.2% | +2.1% |
| 3M | +10.7% | -14.2% | +25.0% | +11.8% |
| 6M | +9.3% | +23.7% | -14.5% | +5.9% |
| YTD | +10.9% | +2.1% | +8.9% | +8.4% |
| 1Y | +10.5% | +26.2% | -15.7% | +5.4% |
| 3Y | +15.5% | +470.9% | -455.4% | -11.6% |
| 5Y | -20.6% | -14.0% | -6.6% | -30.8% |
| All | -20.6% | -13.7% | -6.9% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling