-31.3%
AMT vs COO
-38.8%
+7.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -0.2% | -2.2% | +2.0% | +0.5% |
| 30D | +4.6% | -7.0% | +11.6% | +6.9% |
| 3M | -8.4% | +12.2% | -20.7% | -12.3% |
| 6M | -6.0% | -15.1% | +9.1% | -1.5% |
| YTD | +2.1% | -15.1% | +17.2% | +6.9% |
| 1Y | -6.4% | +2.3% | -8.7% | -8.7% |
| 3Y | +8.1% | -23.7% | +31.7% | +14.0% |
| All | -31.3% | -38.8% | +7.5% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling