-17.9%
AMT vs FN
+148.3%
-166.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.2% | +13.8% | -0.5% |
| 7D | +4.4% | -16.0% | +20.3% | +4.3% |
| 30D | +17.7% | -40.1% | +57.8% | +17.8% |
| 3M | +16.7% | -43.9% | +60.6% | +16.7% |
| 6M | +11.1% | -55.6% | +66.8% | +11.4% |
| YTD | +13.9% | -35.7% | +49.5% | +12.9% |
| 1Y | +12.5% | -39.8% | +52.3% | +11.7% |
| 3Y | +13.2% | +80.3% | -67.1% | -0.1% |
| 5Y | -17.9% | +143.3% | -161.2% | -35.3% |
| All | -17.9% | +148.3% | -166.1% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling