+608.5%
AMT vs GPN
+2,600.4%
-1,991.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | -0.3% |
| 7D | +1.5% | -5.6% | +7.2% | +2.9% |
| 30D | +6.8% | +13.6% | -6.8% | +1.9% |
| 3M | +11.2% | -2.8% | +14.0% | +11.0% |
| 6M | +12.5% | +38.1% | -25.6% | 0.0% |
| YTD | +12.5% | +19.9% | -7.4% | +2.8% |
| 1Y | +10.1% | +23.4% | -13.3% | -0.5% |
| 3Y | +16.0% | -12.6% | +28.7% | +11.8% |
| 5Y | -17.2% | -26.6% | +9.5% | -17.9% |
| 10Y | +135.2% | +40.4% | +94.8% | +76.1% |
| All | +608.5% | +2,600.4% | -1,991.9% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling