+16.0%
AMT vs GNRC
+86.4%
-70.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | +1.5% | +7.9% | -6.4% | +1.6% |
| 30D | +6.8% | -3.7% | +10.5% | +6.8% |
| 3M | +11.2% | -11.9% | +23.2% | +11.2% |
| 6M | +12.5% | -28.6% | +41.1% | +12.3% |
| YTD | +12.5% | +39.9% | -27.4% | +8.1% |
| 1Y | +10.1% | +23.4% | -13.3% | +6.5% |
| 3Y | +16.0% | +84.2% | -68.2% | -6.4% |
| All | +16.0% | +86.4% | -70.3% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling