+387.4%
AMT vs EW
+6,974.1%
-6,586.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +4.6% | +1.0% | +3.6% | +4.3% |
| 3M | -8.4% | +2.8% | -11.2% | -9.2% |
| 6M | -6.0% | +5.5% | -11.5% | -7.6% |
| YTD | +2.1% | +5.5% | -3.3% | +0.2% |
| 1Y | -6.4% | +11.0% | -17.4% | -9.5% |
| 3Y | +8.1% | +17.7% | -9.6% | -1.0% |
| 5Y | -31.9% | -25.7% | -6.2% | -31.0% |
| 10Y | +97.1% | +132.8% | -35.7% | +45.6% |
| All | +387.4% | +6,974.1% | -6,586.7% | +49.4% |
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 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