-5.7%
AMT vs FDS
-20.8%
+15.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.6% |
| 7D | -0.2% | -5.4% | +5.2% | +0.7% |
| 30D | +1.8% | +1.6% | +0.3% | +1.5% |
| 3M | -6.2% | +17.7% | -23.9% | -9.1% |
| 6M | -5.0% | +29.1% | -34.0% | -9.5% |
| YTD | +2.1% | +1.0% | +1.1% | 0.0% |
| 1Y | -5.7% | -21.6% | +15.9% | -2.3% |
| All | -5.7% | -20.8% | +15.1% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling