+140.1%
AMT vs FN
+763.2%
-623.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | -0.1% |
| 7D | -2.2% | +20.8% | -22.9% | -2.9% |
| 30D | +5.8% | -17.3% | +23.1% | +6.4% |
| 3M | +12.6% | -38.1% | +50.7% | +14.4% |
| 6M | +8.3% | -44.2% | +52.5% | +10.1% |
| YTD | +11.4% | -22.3% | +33.7% | +10.2% |
| 1Y | +7.7% | -20.9% | +28.7% | +6.2% |
| 3Y | +14.8% | +111.1% | -96.3% | -0.5% |
| 5Y | -18.0% | +191.8% | -209.8% | -33.6% |
| All | +140.1% | +763.2% | -623.1% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling