+7.0%
AMT vs GH
+379.5%
-372.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.2% | -0.1% | -0.2% | -0.2% |
| 30D | +4.6% | -1.1% | +5.7% | +4.6% |
| 3M | -8.4% | +21.3% | -29.8% | -9.3% |
| 6M | -6.0% | +73.5% | -79.5% | -8.5% |
| YTD | +2.1% | +58.0% | -55.9% | -0.3% |
| 1Y | -6.4% | +163.1% | -169.4% | -10.8% |
| All | +7.0% | +379.5% | -372.5% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling