-11.8%
AMT vs FGI
-70.6%
+58.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.7% |
| 7D | +0.5% | -7.0% | +7.5% | +0.6% |
| 30D | +13.6% | -4.2% | +17.8% | +13.6% |
| 3M | +11.5% | +55.6% | -44.1% | +9.9% |
| 6M | +6.9% | -3.2% | +10.1% | +5.8% |
| YTD | +10.8% | +29.1% | -18.3% | +8.8% |
| 1Y | +10.3% | +51.0% | -40.7% | +7.7% |
| 3Y | +12.4% | +1.5% | +10.9% | +8.8% |
| All | -11.8% | -70.6% | +58.8% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling