-32.3%
AMT vs HBM
+369.9%
-402.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.8% | -0.4% |
| 7D | -0.2% | +7.4% | -7.5% | -0.6% |
| 30D | +1.8% | +5.1% | -3.2% | +1.5% |
| 3M | -6.2% | +11.1% | -17.3% | -7.0% |
| 6M | -5.0% | +30.2% | -35.2% | -7.2% |
| YTD | +2.1% | +46.2% | -44.2% | -1.4% |
| 1Y | -5.7% | +120.0% | -125.8% | -11.9% |
| 3Y | +7.9% | +527.4% | -519.5% | -11.9% |
| 5Y | -32.3% | +400.4% | -432.7% | -43.4% |
| All | -32.3% | +369.9% | -402.2% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling