-13.5%
AMT vs FIVE
+16.7%
-30.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +1.5% | +2.7% | -1.1% | +1.3% |
| 30D | +6.8% | +12.7% | -5.8% | +5.9% |
| 3M | +11.2% | +2.1% | +9.2% | +10.9% |
| 6M | +12.5% | +17.5% | -5.0% | +10.8% |
| YTD | +12.5% | +31.0% | -18.5% | +9.8% |
| 1Y | +10.1% | +67.7% | -57.6% | +5.5% |
| 3Y | +16.0% | +43.4% | -27.4% | +15.8% |
| All | -13.5% | +16.7% | -30.2% | -10.5% |
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