-20.3%
AMT vs EW
-14.5%
-5.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.9% |
| 7D | +0.5% | +11.0% | -10.5% | -1.2% |
| 30D | +13.6% | +19.1% | -5.5% | +10.3% |
| 3M | +11.5% | +14.4% | -2.9% | +8.8% |
| 6M | +6.9% | +22.8% | -15.8% | +3.1% |
| YTD | +10.8% | +19.8% | -9.0% | +7.0% |
| 1Y | +10.3% | +23.9% | -13.6% | +5.9% |
| 3Y | +12.4% | +52.2% | -39.8% | -1.9% |
| All | -20.3% | -14.5% | -5.9% | -17.5% |
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 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