-11.1%
AMT vs FGI
-68.3%
+57.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -5.9% | -0.1% |
| 7D | -2.4% | +6.9% | -9.2% | -2.5% |
| 30D | +4.2% | +3.9% | +0.3% | +4.1% |
| 3M | +13.4% | +74.3% | -60.9% | +11.7% |
| 6M | +9.4% | +28.9% | -19.6% | +7.9% |
| YTD | +11.7% | +39.1% | -27.4% | +9.5% |
| 1Y | +7.1% | +49.3% | -42.2% | +4.7% |
| 3Y | +15.1% | +5.7% | +9.3% | +11.4% |
| All | -11.1% | -68.3% | +57.2% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling