+7.9%
AMT vs FND
-49.6%
+57.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.4% |
| 7D | -0.2% | +0.4% | -0.5% | -0.2% |
| 30D | +1.8% | -23.6% | +25.4% | +4.7% |
| 3M | -6.2% | +4.3% | -10.5% | -7.2% |
| 6M | -5.0% | -20.3% | +15.3% | -3.2% |
| YTD | +2.1% | -21.3% | +23.4% | +4.0% |
| 1Y | -5.7% | -45.4% | +39.6% | -0.1% |
| 3Y | +7.9% | -48.9% | +56.8% | +14.8% |
| All | +7.9% | -49.6% | +57.5% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling