+14.9%
AMT vs GTLB
+4.1%
+10.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -2.2% | -3.5% | +1.3% | -2.1% |
| 30D | +5.8% | -9.0% | +14.8% | +5.8% |
| 3M | +12.6% | +15.9% | -3.3% | +12.5% |
| 6M | +8.3% | +104.9% | -96.5% | +8.0% |
| YTD | +11.4% | +26.0% | -14.6% | +11.2% |
| 1Y | +7.7% | +1.8% | +5.9% | +7.6% |
| All | +14.9% | +4.1% | +10.8% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling