+142.4%
AMT vs COO
+41.1%
+101.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +0.7% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | +6.8% | +14.2% | -7.3% | +2.0% |
| 3M | +11.2% | -18.2% | +29.4% | +18.4% |
| 6M | +12.5% | +5.3% | +7.1% | +8.7% |
| YTD | +12.5% | -23.6% | +36.1% | +21.8% |
| 1Y | +10.1% | -12.7% | +22.8% | +13.1% |
| 3Y | +16.0% | -24.2% | +40.2% | +20.8% |
| 5Y | -17.2% | -40.0% | +22.8% | -6.7% |
| All | +142.4% | +41.1% | +101.4% | +98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling