-28.6%
AMT vs GFS
-2.1%
-26.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | +1.5% | +4.5% | -3.1% | +1.3% |
| 30D | +3.7% | -8.2% | +11.9% | +4.0% |
| 3M | -7.2% | -38.9% | +31.7% | -5.6% |
| 6M | -4.2% | -2.9% | -1.3% | -5.8% |
| YTD | +1.9% | +31.8% | -29.9% | -2.1% |
| 1Y | -6.4% | +43.1% | -49.5% | -10.7% |
| 3Y | +7.7% | -20.6% | +28.4% | +7.0% |
| All | -28.6% | -2.1% | -26.5% | -29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling