-6.4%
AMT vs COO
+4.1%
-10.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -0.2% | -2.2% | +2.0% | 0.0% |
| 30D | +4.6% | -7.0% | +11.6% | +5.3% |
| 3M | -8.4% | +12.2% | -20.7% | -9.6% |
| 6M | -6.0% | -15.1% | +9.1% | -6.3% |
| YTD | +2.1% | -15.1% | +17.2% | +1.7% |
| 1Y | -6.4% | +2.3% | -8.7% | -6.5% |
| All | -6.4% | +4.1% | -10.5% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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