+124.5%
AMT vs FN
+837.6%
-713.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.9% | -11.8% | -0.3% |
| 7D | +0.4% | +16.3% | -15.9% | -0.3% |
| 30D | +3.7% | -24.7% | +28.5% | +4.7% |
| 3M | +10.7% | -34.9% | +45.7% | +12.3% |
| 6M | +9.3% | -41.1% | +50.4% | +10.8% |
| YTD | +10.9% | -19.6% | +30.6% | +9.6% |
| 1Y | +10.5% | -18.5% | +29.1% | +8.9% |
| 3Y | +15.5% | +119.1% | -103.6% | 0.0% |
| 5Y | -20.6% | +206.9% | -227.5% | -35.9% |
| 10Y | +124.5% | +826.4% | -701.9% | +62.1% |
| All | +124.5% | +837.6% | -713.0% | +62.1% |
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