-32.3%
AMT vs GH
+22.6%
-54.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.2% |
| 6M | -6.0% | +73.5% | -79.5% | -10.9% |
| YTD | +2.1% | +58.0% | -55.9% | -2.6% |
| 1Y | -6.4% | +163.1% | -169.4% | -15.2% |
| 3Y | +8.1% | +361.0% | -353.0% | -10.8% |
| All | -32.3% | +22.6% | -54.9% | -41.9% |
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