-5.7%
AMT vs EW
+7.6%
-13.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.5% | +0.2% |
| 7D | -0.2% | -4.4% | +4.3% | +0.1% |
| 30D | +1.8% | -3.3% | +5.2% | +2.0% |
| 3M | -6.2% | +1.0% | -7.2% | -6.4% |
| 6M | -5.0% | +6.2% | -11.2% | -5.4% |
| YTD | +2.1% | +1.7% | +0.3% | +2.1% |
| 1Y | -5.7% | +8.1% | -13.9% | -4.5% |
| All | -5.7% | +7.6% | -13.4% | -4.5% |
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