-23.6%
AMT vs GTLB
-47.1%
+23.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.1% |
| 7D | -0.2% | +11.1% | -11.3% | -0.8% |
| 30D | +4.6% | +37.8% | -33.2% | +2.8% |
| 3M | -8.4% | +61.6% | -70.0% | -11.0% |
| 6M | -6.0% | +98.9% | -104.9% | -9.9% |
| YTD | +2.1% | +32.8% | -30.6% | 0.0% |
| 1Y | -6.4% | +14.7% | -21.0% | -7.8% |
| 3Y | +8.1% | +1.3% | +6.7% | +4.5% |
| All | -23.6% | -47.1% | +23.5% | -25.6% |
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