-31.3%
AMT vs FIVE
+31.2%
-62.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -1.4% |
| 7D | -0.2% | +4.3% | -4.5% | -0.5% |
| 30D | +4.6% | +12.5% | -7.9% | +3.8% |
| 3M | -8.4% | +31.2% | -39.7% | -10.2% |
| 6M | -6.0% | +14.4% | -20.4% | -7.2% |
| YTD | +2.1% | +33.9% | -31.8% | -0.4% |
| 1Y | -6.4% | +65.1% | -71.4% | -10.2% |
| 3Y | +8.1% | +49.0% | -40.9% | +7.1% |
| All | -31.3% | +31.2% | -62.5% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling