-13.5%
AMT vs FDS
-23.2%
+9.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +1.5% | +1.5% | 0.0% | +1.1% |
| 30D | +6.8% | +14.8% | -8.0% | +2.6% |
| 3M | +11.2% | +16.3% | -5.1% | +5.9% |
| 6M | +12.5% | +66.2% | -53.8% | -4.9% |
| YTD | +12.5% | +16.2% | -3.7% | +6.2% |
| 1Y | +10.1% | +21.8% | -11.7% | +1.7% |
| 3Y | +16.0% | -23.9% | +39.9% | +27.8% |
| All | -13.5% | -23.2% | +9.7% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling