+823.4%
AMT vs HBM
+492.8%
+330.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.0% | -8.9% | -0.7% |
| 7D | +0.4% | +5.0% | -4.7% | -0.1% |
| 30D | +3.7% | -12.7% | +16.5% | +4.7% |
| 3M | +10.7% | -17.4% | +28.2% | +12.2% |
| 6M | +9.3% | -8.9% | +18.1% | +8.9% |
| YTD | +10.9% | +14.9% | -4.0% | +7.5% |
| 1Y | +10.5% | +41.4% | -30.9% | +4.9% |
| 3Y | +15.5% | +462.1% | -446.6% | -7.1% |
| 5Y | -20.6% | +224.0% | -244.6% | -34.3% |
| 10Y | +124.5% | +320.9% | -196.4% | +60.6% |
| All | +823.4% | +492.8% | +330.6% | +385.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling