-31.3%
AMT vs GEN
+24.6%
-55.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | -0.2% | -1.2% | +1.0% | 0.0% |
| 30D | +4.6% | +10.1% | -5.5% | +2.8% |
| 3M | -8.4% | +16.1% | -24.5% | -10.9% |
| 6M | -6.0% | +38.9% | -44.9% | -11.6% |
| YTD | +2.1% | +14.4% | -12.3% | -0.6% |
| 1Y | -6.4% | +5.9% | -12.2% | -7.5% |
| 3Y | +8.1% | +58.8% | -50.7% | -4.1% |
| All | -31.3% | +24.6% | -55.9% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 5y: compounded portfolio wealth divided by compounded GEN 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…
5y analysis · Full analysis span regression · 6 months rolling