-31.3%
AMT vs EW
-25.6%
-5.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.4% |
| 3M | -8.4% | +2.8% | -11.2% | -9.0% |
| 6M | -6.0% | +5.5% | -11.5% | -7.1% |
| YTD | +2.1% | +5.5% | -3.3% | +0.8% |
| 1Y | -6.4% | +11.0% | -17.4% | -8.5% |
| 3Y | +8.1% | +17.7% | -9.6% | +0.2% |
| All | -31.3% | -25.6% | -5.7% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling