+272.7%
AMT vs FIVE
+822.5%
-549.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | +13.6% | +17.7% | -4.0% | +11.6% |
| 3M | +11.5% | +4.0% | +7.5% | +10.8% |
| 6M | +6.9% | +2.6% | +4.3% | +6.1% |
| YTD | +10.8% | +27.6% | -16.7% | +7.0% |
| 1Y | +10.3% | +59.9% | -49.6% | +3.7% |
| 3Y | +12.4% | +35.8% | -23.4% | +5.2% |
| 5Y | -20.1% | +14.4% | -34.5% | -25.1% |
| 10Y | +116.8% | +576.1% | -459.3% | +56.6% |
| All | +272.7% | +822.5% | -549.7% | +161.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling