+112.7%
AMT vs GD
+190.6%
-77.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.5% |
| 7D | +0.5% | -5.0% | +5.5% | +2.3% |
| 30D | +13.6% | +8.9% | +4.7% | +10.1% |
| 3M | +11.5% | -8.0% | +19.5% | +14.6% |
| 6M | +6.9% | +2.9% | +4.0% | +5.4% |
| YTD | +10.8% | +7.1% | +3.8% | +7.2% |
| 1Y | +10.3% | +5.9% | +4.4% | +7.1% |
| 3Y | +12.4% | +53.9% | -41.4% | -7.1% |
| 5Y | -20.1% | +95.4% | -115.5% | -40.4% |
| All | +112.7% | +190.6% | -77.9% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling