+105.4%
AMT vs HBM
+625.8%
-520.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +1.5% | +5.5% | -4.1% | +1.1% |
| 30D | +3.7% | +3.3% | +0.5% | +3.5% |
| 3M | -7.2% | +12.7% | -19.8% | -8.2% |
| 6M | -4.2% | +28.2% | -32.4% | -6.3% |
| YTD | +1.9% | +45.3% | -43.4% | -1.5% |
| 1Y | -6.4% | +121.7% | -128.1% | -12.3% |
| 3Y | +7.7% | +523.5% | -515.8% | -8.4% |
| 5Y | -30.9% | +393.9% | -424.8% | -41.4% |
| 10Y | +105.4% | +647.9% | -542.5% | +50.4% |
| All | +105.4% | +625.8% | -520.5% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling