-6.4%
AMT vs HBM
+117.5%
-123.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +1.5% | +5.5% | -4.1% | +1.6% |
| 30D | +3.7% | +3.3% | +0.5% | +3.8% |
| 3M | -7.2% | +12.7% | -19.8% | -6.6% |
| 6M | -4.2% | +28.2% | -32.4% | -3.6% |
| YTD | +1.9% | +45.3% | -43.4% | +3.6% |
| 1Y | -6.4% | +121.7% | -128.1% | -2.8% |
| All | -6.4% | +117.5% | -123.9% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling