+6.9%
AMT vs FIVE
+4.7%
+2.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +0.5% | -0.3% | +0.8% | +0.5% |
| 30D | +13.6% | +17.7% | -4.0% | +13.6% |
| 3M | +11.5% | +4.0% | +7.5% | +11.6% |
| 6M | +6.9% | +2.6% | +4.3% | +3.9% |
| All | +6.9% | +4.7% | +2.3% | +3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling