+14.9%
AMT vs FDS
-23.5%
+38.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -2.2% | -2.6% | +0.4% | -1.7% |
| 30D | +5.8% | +14.1% | -8.3% | +3.4% |
| 3M | +12.6% | +19.8% | -7.2% | +8.9% |
| 6M | +8.3% | +55.0% | -46.7% | -0.2% |
| YTD | +11.4% | +15.9% | -4.5% | +7.4% |
| 1Y | +7.7% | +24.2% | -16.5% | +2.3% |
| All | +14.9% | -23.5% | +38.4% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling