+544.3%
AMT vs GRMN
+6,655.2%
-6,110.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.2% | -2.9% | +2.6% | +0.5% |
| 30D | +4.6% | -8.4% | +13.1% | +7.0% |
| 3M | -8.4% | +15.0% | -23.4% | -12.1% |
| 6M | -6.0% | +11.2% | -17.2% | -9.2% |
| YTD | +2.1% | +37.7% | -35.6% | -7.1% |
| 1Y | -6.4% | +18.5% | -24.9% | -11.7% |
| 3Y | +8.1% | +175.8% | -167.7% | -22.0% |
| 5Y | -31.9% | +75.1% | -107.0% | -44.9% |
| 10Y | +97.1% | +637.0% | -539.9% | +7.6% |
| All | +544.3% | +6,655.2% | -6,110.9% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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