+16.0%
AMT vs EW
+62.8%
-46.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | +1.5% | +4.9% | -3.4% | +1.3% |
| 30D | +6.8% | +23.9% | -17.1% | +5.7% |
| 3M | +11.2% | +15.8% | -4.6% | +10.3% |
| 6M | +12.5% | +31.7% | -19.2% | +11.0% |
| YTD | +12.5% | +25.7% | -13.2% | +11.2% |
| 1Y | +10.1% | +24.4% | -14.3% | +8.8% |
| 3Y | +16.0% | +65.9% | -49.8% | +7.6% |
| All | +16.0% | +62.8% | -46.7% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling