+521.7%
AMT vs FN
+2,575.5%
-2,053.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.2% | +13.8% | +0.4% |
| 7D | +4.4% | -16.0% | +20.3% | +5.2% |
| 30D | +17.7% | -40.1% | +57.8% | +21.0% |
| 3M | +16.7% | -43.9% | +60.6% | +20.1% |
| 6M | +11.1% | -55.6% | +66.8% | +15.3% |
| YTD | +13.9% | -35.7% | +49.5% | +14.0% |
| 1Y | +12.5% | -39.8% | +52.3% | +12.9% |
| 3Y | +13.2% | +80.3% | -67.1% | -0.8% |
| 5Y | -17.9% | +143.3% | -161.2% | -31.5% |
| 10Y | +122.8% | +682.3% | -559.5% | +61.9% |
| All | +521.7% | +2,575.5% | -2,053.8% | +303.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling