+77.6%
AMT vs FND
+66.0%
+11.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -0.2% | -5.2% | +5.0% | +0.6% |
| 30D | +4.6% | -19.9% | +24.5% | +8.3% |
| 3M | -8.4% | +2.7% | -11.2% | -9.6% |
| 6M | -6.0% | -21.7% | +15.6% | -3.2% |
| YTD | +2.1% | -17.5% | +19.6% | +4.0% |
| 1Y | -6.4% | -39.3% | +32.9% | 0.0% |
| 3Y | +8.1% | -49.8% | +57.8% | +16.0% |
| 5Y | -31.9% | -60.1% | +28.2% | -26.8% |
| All | +77.6% | +66.0% | +11.6% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling