+1,431.6%
AMT vs COO
+976.9%
+454.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.2% |
| 7D | +0.5% | +4.7% | -4.2% | -0.7% |
| 30D | +13.6% | +13.9% | -0.3% | +9.6% |
| 3M | +11.5% | -14.9% | +26.4% | +15.7% |
| 6M | +6.9% | +2.0% | +4.9% | +5.3% |
| YTD | +10.8% | -23.9% | +34.7% | +17.9% |
| 1Y | +10.3% | -9.6% | +19.9% | +11.7% |
| 3Y | +12.4% | -25.4% | +37.8% | +17.2% |
| 5Y | -20.1% | -41.2% | +21.1% | -11.8% |
| 10Y | +116.8% | +42.1% | +74.8% | +87.4% |
| All | +1,431.6% | +976.9% | +454.7% | +539.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling