-23.7%
AMT vs GTLB
-50.0%
+26.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +0.2% |
| 7D | -0.2% | +4.6% | -4.7% | -0.4% |
| 30D | +1.8% | +21.0% | -19.1% | +0.7% |
| 3M | -6.2% | +51.7% | -57.9% | -8.5% |
| 6M | -5.0% | +89.3% | -94.3% | -8.6% |
| YTD | +2.1% | +25.6% | -23.6% | +0.2% |
| 1Y | -5.7% | -1.5% | -4.2% | -6.4% |
| 3Y | +7.9% | -9.9% | +17.9% | +5.1% |
| All | -23.7% | -50.0% | +26.3% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling