+535.3%
AMT vs GNRC
+2,127.0%
-1,591.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +1.5% | +7.9% | -6.4% | +0.3% |
| 30D | +6.8% | -3.7% | +10.5% | +6.9% |
| 3M | +11.2% | -11.9% | +23.2% | +12.2% |
| 6M | +12.5% | -28.6% | +41.1% | +15.8% |
| YTD | +12.5% | +39.9% | -27.4% | +2.6% |
| 1Y | +10.1% | +23.4% | -13.3% | +2.4% |
| 3Y | +16.0% | +84.2% | -68.2% | -2.7% |
| 5Y | -17.2% | -57.3% | +40.2% | -14.8% |
| 10Y | +135.2% | +376.8% | -241.6% | +49.7% |
| All | +535.3% | +2,127.0% | -1,591.7% | +172.3% |
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