-28.5%
AMT vs GFS
-3.9%
-24.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.2% | +2.6% | -2.8% | -0.3% |
| 30D | +1.8% | -16.4% | +18.2% | +2.5% |
| 3M | -6.2% | -41.6% | +35.4% | -4.4% |
| 6M | -5.0% | -3.7% | -1.3% | -6.6% |
| YTD | +2.1% | +29.3% | -27.3% | -1.9% |
| 1Y | -5.7% | +37.1% | -42.9% | -9.9% |
| 3Y | +7.9% | -22.1% | +30.1% | +7.2% |
| All | -28.5% | -3.9% | -24.6% | -29.7% |
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