-30.0%
AMT vs FRSH
-72.0%
+42.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.9% | +0.3% |
| 7D | -0.2% | -10.1% | +9.9% | +0.7% |
| 30D | +1.8% | +2.2% | -0.3% | +1.6% |
| 3M | -6.2% | +28.6% | -34.8% | -8.2% |
| 6M | -5.0% | +40.2% | -45.2% | -7.8% |
| YTD | +2.1% | -1.2% | +3.3% | +1.5% |
| 1Y | -5.7% | -7.9% | +2.2% | -5.8% |
| 3Y | +7.9% | -44.7% | +52.7% | +11.6% |
| All | -30.0% | -72.0% | +42.0% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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