+476.3%
AMT vs GNRC
+2,120.5%
-1,644.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | -0.2% | +4.8% | -5.0% | -0.9% |
| 30D | +1.8% | -10.4% | +12.2% | +3.4% |
| 3M | -6.2% | -28.5% | +22.3% | -2.3% |
| 6M | -5.0% | -6.8% | +1.8% | -5.9% |
| YTD | +2.1% | +39.5% | -37.4% | -6.0% |
| 1Y | -5.7% | +3.4% | -9.1% | -9.3% |
| 3Y | +7.9% | +65.1% | -57.2% | -7.2% |
| 5Y | -32.3% | -57.1% | +24.8% | -30.0% |
| 10Y | +95.0% | +432.5% | -337.5% | +22.8% |
| All | +476.3% | +2,120.5% | -1,644.2% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling