-6.4%
AMT vs EW
+11.0%
-17.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | +4.6% | +1.0% | +3.6% | +4.5% |
| 3M | -8.4% | +2.8% | -11.2% | -8.7% |
| 6M | -6.0% | +5.5% | -11.5% | -6.6% |
| YTD | +2.1% | +5.5% | -3.3% | +1.9% |
| 1Y | -6.4% | +11.0% | -17.4% | -5.0% |
| All | -6.4% | +11.0% | -17.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling