-24.9%
AMT vs GTLB
-49.8%
+25.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.5% |
| 7D | -2.7% | -4.1% | +1.4% | -2.5% |
| 30D | +2.0% | +12.3% | -10.3% | +1.3% |
| 3M | -9.3% | +65.9% | -75.2% | -11.9% |
| 6M | -5.2% | +104.0% | -109.2% | -9.2% |
| YTD | +0.5% | +26.0% | -25.6% | -1.4% |
| 1Y | -7.3% | -3.5% | -3.8% | -7.8% |
| 3Y | +6.2% | -9.6% | +15.9% | +3.5% |
| All | -24.9% | -49.8% | +25.0% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling