-31.3%
AMT vs HAS
+13.4%
-44.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -0.2% | -1.8% | +1.6% | +0.1% |
| 30D | +4.6% | +2.3% | +2.4% | +4.2% |
| 3M | -8.4% | +10.4% | -18.8% | -10.1% |
| 6M | -6.0% | -3.2% | -2.8% | -5.8% |
| YTD | +2.1% | +15.4% | -13.3% | -1.1% |
| 1Y | -6.4% | +18.8% | -25.2% | -9.9% |
| 3Y | +8.1% | +43.9% | -35.9% | -0.4% |
| All | -31.3% | +13.4% | -44.7% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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