+428.9%
AMT vs EW
+7,937.2%
-7,508.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.0% |
| 7D | +0.5% | +11.0% | -10.5% | -2.0% |
| 30D | +13.6% | +19.1% | -5.5% | +8.8% |
| 3M | +11.5% | +14.4% | -2.9% | +7.7% |
| 6M | +6.9% | +22.8% | -15.8% | +1.4% |
| YTD | +10.8% | +19.8% | -9.0% | +5.3% |
| 1Y | +10.3% | +23.9% | -13.6% | +3.9% |
| 3Y | +12.4% | +52.2% | -39.8% | -3.4% |
| 5Y | -20.1% | -13.9% | -6.2% | -21.8% |
| 10Y | +116.8% | +241.9% | -125.0% | +46.5% |
| All | +428.9% | +7,937.2% | -7,508.3% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling