+142.4%
AMT vs GD
+165.7%
-23.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +1.5% | +2.7% | -1.1% | +0.5% |
| 30D | +6.8% | +8.6% | -1.8% | +3.5% |
| 3M | +11.2% | -7.1% | +18.3% | +14.0% |
| 6M | +12.5% | +7.5% | +5.0% | +9.0% |
| YTD | +12.5% | +9.9% | +2.6% | +7.7% |
| 1Y | +10.1% | +7.6% | +2.6% | +6.2% |
| 3Y | +16.0% | +56.2% | -40.2% | -5.2% |
| 5Y | -17.2% | +100.6% | -117.8% | -39.5% |
| All | +142.4% | +165.7% | -23.3% | +52.3% |
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