-30.9%
AMT vs FND
-61.3%
+30.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +1.5% | -0.8% | +2.2% | +1.6% |
| 30D | +3.7% | -19.6% | +23.3% | +7.6% |
| 3M | -7.2% | -4.3% | -2.8% | -7.2% |
| 6M | -4.2% | -20.4% | +16.3% | -1.4% |
| YTD | +1.9% | -21.9% | +23.7% | +4.9% |
| 1Y | -6.4% | -45.2% | +38.8% | +2.7% |
| 3Y | +7.7% | -49.2% | +57.0% | +15.9% |
| 5Y | -30.9% | -61.8% | +30.9% | -24.7% |
| All | -30.9% | -61.3% | +30.4% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling