+10.3%
AMT vs GD
+5.1%
+5.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.5% |
| 7D | +0.5% | -5.0% | +5.5% | +1.6% |
| 30D | +13.6% | +8.9% | +4.7% | +11.3% |
| 3M | +11.5% | -8.0% | +19.5% | +12.9% |
| 6M | +6.9% | +2.9% | +4.0% | +5.2% |
| YTD | +10.8% | +7.1% | +3.8% | +8.3% |
| 1Y | +10.3% | +5.9% | +4.4% | +8.4% |
| All | +10.3% | +5.1% | +5.3% | +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