+140.1%
AMT vs FIVE
+505.3%
-365.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -2.2% | +2.4% | -4.6% | -2.5% |
| 30D | +5.8% | +15.8% | -10.1% | +3.9% |
| 3M | +12.6% | +3.8% | +8.8% | +11.9% |
| 6M | +8.3% | +18.5% | -10.2% | +5.6% |
| YTD | +11.4% | +31.2% | -19.8% | +7.0% |
| 1Y | +7.7% | +61.8% | -54.1% | +0.8% |
| 3Y | +14.8% | +39.9% | -25.1% | +7.4% |
| 5Y | -18.0% | +18.3% | -36.3% | -23.1% |
| All | +140.1% | +505.3% | -365.2% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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