+10.1%
AMT vs GD
+5.9%
+4.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +1.5% | +2.7% | -1.1% | +1.0% |
| 30D | +6.8% | +8.6% | -1.8% | +4.7% |
| 3M | +11.2% | -7.1% | +18.3% | +12.3% |
| 6M | +12.5% | +7.5% | +5.0% | +9.7% |
| YTD | +12.5% | +9.9% | +2.6% | +9.8% |
| 1Y | +10.1% | +7.6% | +2.6% | +8.4% |
| All | +10.1% | +5.9% | +4.3% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling