-21.9%
AMT vs GFS
-9.0%
-13.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -2.2% | +17.2% | -19.4% | -2.6% |
| 30D | +5.8% | -8.7% | +14.5% | +6.0% |
| 3M | +12.6% | -19.7% | +32.2% | +13.3% |
| 6M | +8.3% | -40.7% | +49.0% | +9.7% |
| YTD | +11.4% | +22.5% | -11.1% | +7.1% |
| 1Y | +7.7% | +25.2% | -17.5% | +3.4% |
| 3Y | +14.8% | -17.7% | +32.5% | +12.6% |
| 5Y | -18.0% | -23.5% | +5.6% | -20.0% |
| All | -21.9% | -9.0% | -13.0% | -23.3% |
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