+1,311.4%
AMT vs GPC
+853.4%
+458.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.6% |
| 7D | -0.2% | +1.2% | -1.4% | -0.8% |
| 30D | +4.6% | +6.0% | -1.3% | +1.9% |
| 3M | -8.4% | +42.6% | -51.1% | -22.8% |
| 6M | -6.0% | +22.8% | -28.8% | -15.6% |
| YTD | +2.1% | +15.5% | -13.3% | -6.7% |
| 1Y | -6.4% | +2.0% | -8.4% | -9.7% |
| 3Y | +8.1% | -1.4% | +9.5% | +1.3% |
| 5Y | -31.9% | +30.6% | -62.5% | -45.5% |
| 10Y | +97.1% | +80.6% | +16.5% | +20.8% |
| All | +1,311.4% | +853.4% | +458.0% | +191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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