-18.7%
AMT vs FGI
-70.4%
+51.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.6% | -1.2% |
| 7D | -0.2% | +0.5% | -0.8% | -0.2% |
| 30D | +4.6% | +65.4% | -60.8% | +3.2% |
| 3M | -8.4% | +23.5% | -31.9% | -9.5% |
| 6M | -6.0% | +60.5% | -66.6% | -7.9% |
| YTD | +2.1% | +30.0% | -27.9% | +0.3% |
| 1Y | -6.4% | +82.1% | -88.4% | -9.5% |
| 3Y | +8.1% | -4.4% | +12.4% | +4.9% |
| All | -18.7% | -70.4% | +51.6% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling