-18.8%
AMT vs GFS
-30.9%
+12.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.7% |
| 7D | +1.6% | -5.3% | +6.9% | +1.8% |
| 30D | +4.5% | -15.8% | +20.3% | +5.0% |
| 3M | +13.8% | -18.6% | +32.4% | +14.4% |
| 6M | +10.0% | -45.0% | +55.0% | +11.9% |
| YTD | +11.8% | +16.8% | -5.0% | +7.4% |
| 1Y | +10.2% | +17.8% | -7.6% | +5.9% |
| 3Y | +15.1% | -21.5% | +36.7% | +13.0% |
| 5Y | -18.8% | -29.3% | +10.5% | -21.4% |
| All | -18.8% | -30.9% | +12.1% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling