-13.5%
AMT vs EW
-7.9%
-5.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | +1.5% | +4.9% | -3.4% | +0.7% |
| 30D | +6.8% | +23.9% | -17.1% | +3.0% |
| 3M | +11.2% | +15.8% | -4.6% | +8.4% |
| 6M | +12.5% | +31.7% | -19.2% | +7.2% |
| YTD | +12.5% | +25.7% | -13.2% | +7.8% |
| 1Y | +10.1% | +24.4% | -14.3% | +5.6% |
| 3Y | +16.0% | +65.9% | -49.8% | -0.7% |
| All | -13.5% | -7.9% | -5.6% | -11.4% |
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