-5.9%
AMT vs GLXY
-35.4%
+29.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | -0.2% |
| 7D | -2.2% | +16.9% | -19.1% | -2.1% |
| 30D | +5.8% | -23.0% | +28.8% | +6.0% |
| 3M | +12.6% | -28.0% | +40.6% | +12.9% |
| 6M | +8.3% | -51.6% | +59.9% | +9.8% |
| YTD | +11.4% | -32.1% | +43.5% | +11.4% |
| 1Y | +7.7% | -51.5% | +59.2% | +8.2% |
| All | -5.9% | -35.4% | +29.5% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 all: compounded portfolio wealth divided by compounded GLXY 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…
all analysis · Full analysis span regression · 6 months rolling