+133.5%
AMT vs FIVE
+535.9%
-402.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | +4.2% | +17.4% | -13.2% | +2.2% |
| 3M | +13.4% | +7.0% | +6.4% | +12.3% |
| 6M | +9.4% | +20.5% | -11.1% | +6.5% |
| YTD | +11.7% | +33.1% | -21.4% | +7.1% |
| 1Y | +7.1% | +67.1% | -59.9% | -0.1% |
| 3Y | +15.1% | +41.9% | -26.8% | +7.4% |
| 5Y | -17.9% | +21.1% | -38.9% | -23.3% |
| 10Y | +133.5% | +518.8% | -385.3% | +72.6% |
| All | +133.5% | +535.9% | -402.4% | +72.6% |
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