+142.4%
AMT vs FN
+700.1%
-557.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.3% | +8.3% | +1.2% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +6.8% | -16.5% | +23.4% | +7.3% |
| 3M | +11.2% | -42.1% | +53.3% | +13.2% |
| 6M | +12.5% | -52.9% | +65.4% | +15.3% |
| YTD | +12.5% | -28.0% | +40.5% | +11.5% |
| 1Y | +10.1% | -18.5% | +28.6% | +8.1% |
| 3Y | +16.0% | +93.9% | -77.8% | +0.9% |
| 5Y | -17.2% | +170.5% | -187.7% | -32.8% |
| All | +142.4% | +700.1% | -557.7% | +77.5% |
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