-29.4%
AMT vs GNRC
-58.7%
+29.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.1% | +2.5% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | +4.4% | -15.7% | +20.1% | +6.1% |
| 3M | -5.2% | -27.3% | +22.2% | -2.6% |
| 6M | -0.8% | -12.1% | +11.2% | -1.3% |
| YTD | +3.3% | +37.1% | -33.8% | -3.5% |
| 1Y | -6.0% | -0.5% | -5.6% | -8.8% |
| 3Y | +9.6% | +61.5% | -51.9% | -3.9% |
| All | -29.4% | -58.7% | +29.3% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling