+133.7%
AMT vs HBM
+301.8%
-168.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +0.9% |
| 7D | +1.6% | +2.4% | -0.7% | +1.5% |
| 30D | +4.5% | -16.0% | +20.4% | +5.4% |
| 3M | +13.8% | -21.3% | +35.1% | +15.1% |
| 6M | +10.0% | -12.2% | +22.3% | +10.1% |
| YTD | +11.8% | +10.7% | +1.1% | +9.6% |
| 1Y | +10.2% | +30.3% | -20.1% | +6.8% |
| 3Y | +15.1% | +432.2% | -417.1% | -1.7% |
| 5Y | -18.8% | +218.8% | -237.6% | -29.4% |
| 10Y | +133.7% | +281.4% | -147.7% | +79.6% |
| All | +133.7% | +301.8% | -168.1% | +79.6% |
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