-20.6%
AMT vs GH
+43.1%
-63.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | -0.3% |
| 7D | +0.4% | -7.0% | +7.4% | +0.9% |
| 30D | +3.7% | -5.2% | +8.9% | +4.0% |
| 3M | +10.7% | -5.8% | +16.5% | +10.9% |
| 6M | +9.3% | +65.9% | -56.7% | +3.9% |
| YTD | +10.9% | +55.5% | -44.5% | +5.6% |
| 1Y | +10.5% | +64.2% | -53.6% | +4.6% |
| 3Y | +15.5% | +606.0% | -590.5% | -9.8% |
| 5Y | -20.6% | +47.3% | -67.9% | -30.4% |
| All | -20.6% | +43.1% | -63.6% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling