+1,311.4%
AMT vs COO
+1,101.7%
+209.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -0.2% | -2.2% | +2.0% | +0.4% |
| 30D | +4.6% | -7.0% | +11.6% | +6.6% |
| 3M | -8.4% | +12.2% | -20.7% | -11.7% |
| 6M | -6.0% | -15.1% | +9.1% | -2.3% |
| YTD | +2.1% | -15.1% | +17.2% | +6.1% |
| 1Y | -6.4% | +2.3% | -8.7% | -8.0% |
| 3Y | +8.1% | -23.7% | +31.7% | +12.5% |
| 5Y | -31.9% | -38.9% | +7.0% | -25.2% |
| 10Y | +97.1% | +49.9% | +47.2% | +68.6% |
| All | +1,311.4% | +1,101.7% | +209.6% | +475.4% |
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