-29.6%
AMT vs GFS
-2.1%
-27.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.7% | +3.2% | -5.9% | -2.8% |
| 30D | +2.0% | -9.6% | +11.6% | +2.4% |
| 3M | -9.3% | -38.5% | +29.2% | -7.8% |
| 6M | -5.2% | -1.3% | -3.9% | -7.0% |
| YTD | +0.5% | +31.8% | -31.3% | -3.5% |
| 1Y | -7.3% | +44.6% | -51.8% | -11.7% |
| 3Y | +6.2% | -20.6% | +26.9% | +5.5% |
| All | -29.6% | -2.1% | -27.5% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GFS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling