+105.4%
AMT vs GME
+255.4%
-150.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.5% | -0.2% |
| 7D | +1.5% | +4.8% | -3.4% | +1.4% |
| 30D | +3.7% | +5.9% | -2.1% | +3.6% |
| 3M | -7.2% | -10.7% | +3.5% | -7.1% |
| 6M | -4.2% | -19.8% | +15.6% | -3.9% |
| YTD | +1.9% | -0.9% | +2.8% | +1.8% |
| 1Y | -6.4% | -15.7% | +9.3% | -6.2% |
| 3Y | +7.7% | +12.3% | -4.6% | +5.3% |
| 5Y | -30.9% | -60.1% | +29.2% | -32.2% |
| 10Y | +105.4% | +265.3% | -159.9% | +76.6% |
| All | +105.4% | +255.4% | -150.0% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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