+106.2%
AMT vs GNRC
+448.8%
-342.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.1% | +2.4% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | +4.4% | -15.7% | +20.1% | +6.8% |
| 3M | -5.2% | -27.3% | +22.2% | -1.5% |
| 6M | -0.8% | -12.1% | +11.2% | -1.0% |
| YTD | +3.3% | +37.1% | -33.8% | -5.0% |
| 1Y | -6.0% | -0.5% | -5.6% | -9.2% |
| 3Y | +9.6% | +61.5% | -51.9% | -6.3% |
| 5Y | -29.2% | -58.6% | +29.3% | -24.9% |
| All | +106.2% | +448.8% | -342.6% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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