-20.3%
AMT vs HAS
+50.4%
-70.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +13.6% | +31.0% | -17.4% | +8.3% |
| 3M | +11.5% | +30.7% | -19.2% | +6.2% |
| 6M | +6.9% | +23.9% | -17.0% | +2.6% |
| YTD | +10.8% | +48.3% | -37.5% | +2.6% |
| 1Y | +10.3% | +60.2% | -49.9% | +0.6% |
| 3Y | +12.4% | +189.2% | -176.8% | -12.0% |
| All | -20.3% | +50.4% | -70.8% | -25.8% |
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