+14.9%
AMT vs COO
-24.6%
+39.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | 0.0% |
| 7D | -2.2% | -2.1% | -0.1% | -1.8% |
| 30D | +5.8% | +13.9% | -8.1% | +3.7% |
| 3M | +12.6% | -18.9% | +31.5% | +16.1% |
| 6M | +8.3% | +3.7% | +4.6% | +6.9% |
| YTD | +11.4% | -24.1% | +35.5% | +15.7% |
| 1Y | +7.7% | -14.2% | +21.9% | +9.3% |
| All | +14.9% | -24.6% | +39.5% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling