+5,073.0%
AMT vs GME
+1,479.5%
+3,593.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | +0.4% | +5.8% | -5.4% | +0.1% |
| 30D | +3.7% | -3.7% | +7.4% | +3.9% |
| 3M | +10.7% | +33.6% | -22.8% | +9.0% |
| 6M | +9.3% | +5.4% | +3.9% | +8.8% |
| YTD | +10.9% | +27.4% | -16.5% | +9.1% |
| 1Y | +10.5% | +19.0% | -8.5% | +9.1% |
| 3Y | +15.5% | +101.5% | -85.9% | +2.8% |
| 5Y | -20.6% | -50.5% | +29.9% | -26.2% |
| 10Y | +124.5% | +493.3% | -368.8% | +0.4% |
| All | +5,073.0% | +1,479.5% | +3,593.5% | +1,413.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling