-18.8%
AMT vs FIVE
+18.8%
-37.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +1.6% | +7.3% | -5.7% | +1.1% |
| 30D | +4.5% | +18.1% | -13.6% | +3.2% |
| 3M | +13.8% | +7.7% | +6.1% | +13.1% |
| 6M | +10.0% | +13.6% | -3.6% | +8.7% |
| YTD | +11.8% | +34.6% | -22.8% | +8.9% |
| 1Y | +10.2% | +66.2% | -56.0% | +5.7% |
| 3Y | +15.1% | +43.5% | -28.3% | +15.3% |
| 5Y | -18.8% | +20.7% | -39.5% | -17.0% |
| All | -18.8% | +18.8% | -37.6% | -17.0% |
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