+106.2%
AMT vs GFI
+1,066.8%
-960.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +2.9% |
| 7D | +1.1% | -4.9% | +6.0% | +1.4% |
| 30D | +4.4% | +10.7% | -6.4% | +3.7% |
| 3M | -5.2% | +25.6% | -30.8% | -6.7% |
| 6M | -0.8% | -8.3% | +7.4% | -0.8% |
| YTD | +3.3% | +6.3% | -3.0% | +2.0% |
| 1Y | -6.0% | +22.1% | -28.1% | -8.4% |
| 3Y | +9.6% | +289.2% | -279.6% | -2.4% |
| 5Y | -29.2% | +531.7% | -560.9% | -39.4% |
| All | +106.2% | +1,066.8% | -960.6% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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