+1,470.9%
AMT vs HDB
+4,142.9%
-2,672.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.2% |
| 7D | +0.5% | +13.3% | -12.8% | -3.1% |
| 30D | +13.6% | +13.6% | +0.1% | +9.4% |
| 3M | +11.5% | +5.8% | +5.7% | +9.4% |
| 6M | +6.9% | -1.9% | +8.8% | +6.7% |
| YTD | +10.8% | -31.2% | +42.0% | +22.1% |
| 1Y | +10.3% | -29.6% | +39.9% | +20.6% |
| 3Y | +12.4% | -10.1% | +22.5% | +12.0% |
| 5Y | -20.1% | -24.3% | +4.3% | -17.7% |
| 10Y | +116.8% | +59.3% | +57.6% | +68.8% |
| All | +1,470.9% | +4,142.9% | -2,672.0% | +320.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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