+118.5%
AMT vs GD
+192.5%
-73.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.4% |
| 7D | +4.4% | -3.9% | +8.3% | +5.8% |
| 30D | +17.7% | +8.1% | +9.7% | +14.4% |
| 3M | +16.7% | -6.8% | +23.4% | +19.4% |
| 6M | +11.1% | +3.0% | +8.1% | +9.5% |
| YTD | +13.9% | +7.8% | +6.1% | +9.9% |
| 1Y | +12.5% | +5.8% | +6.7% | +9.3% |
| 3Y | +13.2% | +55.3% | -42.1% | -6.8% |
| 5Y | -17.9% | +96.7% | -114.5% | -38.9% |
| All | +118.5% | +192.5% | -73.9% | +68.8% |
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