+1,311.4%
AMT vs GD
+2,890.7%
-1,579.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.3% |
| 7D | -0.2% | -5.3% | +5.0% | +2.0% |
| 30D | +4.6% | -6.4% | +11.1% | +7.4% |
| 3M | -8.4% | +5.7% | -14.1% | -10.8% |
| 6M | -6.0% | -0.9% | -5.1% | -6.2% |
| YTD | +2.1% | +8.2% | -6.0% | -1.9% |
| 1Y | -6.4% | +13.4% | -19.8% | -12.0% |
| 3Y | +8.1% | +68.5% | -60.4% | -15.5% |
| 5Y | -31.9% | +97.2% | -129.1% | -50.6% |
| 10Y | +97.1% | +190.2% | -93.1% | +15.8% |
| All | +1,311.4% | +2,890.7% | -1,579.3% | +271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling