+140.1%
AMT vs HBM
+285.4%
-145.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | -0.2% |
| 7D | -2.2% | +5.1% | -7.2% | -2.5% |
| 30D | +5.8% | -15.8% | +21.6% | +6.7% |
| 3M | +12.6% | -22.4% | +35.0% | +14.0% |
| 6M | +8.3% | -20.2% | +28.5% | +9.0% |
| YTD | +11.4% | +9.0% | +2.4% | +9.3% |
| 1Y | +7.7% | +27.4% | -19.6% | +4.5% |
| 3Y | +14.8% | +424.2% | -409.4% | -1.9% |
| 5Y | -18.0% | +196.1% | -214.1% | -28.4% |
| All | +140.1% | +285.4% | -145.3% | +86.0% |
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