-30.2%
AMT vs GPN
-47.3%
+17.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.2% |
| 7D | +1.5% | -6.2% | +7.7% | +2.4% |
| 30D | +3.7% | +1.0% | +2.7% | +3.5% |
| 3M | -7.2% | +36.9% | -44.1% | -11.9% |
| 6M | -4.2% | +16.8% | -20.9% | -6.9% |
| YTD | +1.9% | +13.2% | -11.3% | -1.0% |
| 1Y | -6.4% | +1.4% | -7.8% | -7.3% |
| 3Y | +7.7% | -28.6% | +36.4% | +13.0% |
| All | -30.2% | -47.3% | +17.1% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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