+65.1%
AMT vs GH
+446.7%
-381.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.2% |
| 7D | +1.5% | +0.6% | +1.0% | +1.4% |
| 30D | +6.8% | -6.9% | +13.7% | +7.3% |
| 3M | +11.2% | -4.9% | +16.1% | +11.3% |
| 6M | +12.5% | +54.1% | -41.6% | +7.2% |
| YTD | +12.5% | +48.5% | -36.0% | +7.1% |
| 1Y | +10.1% | +61.2% | -51.1% | +3.9% |
| 3Y | +16.0% | +570.3% | -554.3% | -9.3% |
| 5Y | -17.2% | +46.1% | -63.3% | -27.8% |
| All | +65.1% | +446.7% | -381.5% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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