-16.7%
AMT vs GTLB
-49.8%
+33.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -2.2% | -3.5% | +1.3% | -2.0% |
| 30D | +5.8% | -9.0% | +14.8% | +6.2% |
| 3M | +12.6% | +15.9% | -3.3% | +11.5% |
| 6M | +8.3% | +104.9% | -96.5% | +3.8% |
| YTD | +11.4% | +26.0% | -14.6% | +9.2% |
| 1Y | +7.7% | +1.8% | +5.9% | +6.8% |
| 3Y | +14.8% | +6.0% | +8.8% | +10.5% |
| 5Y | -18.0% | -62.2% | +44.2% | -19.1% |
| All | -16.7% | -49.8% | +33.2% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling