+142.4%
AMT vs HIG
+261.7%
-119.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +1.5% | +2.6% | -1.1% | +0.9% |
| 30D | +6.8% | +4.2% | +2.6% | +5.8% |
| 3M | +11.2% | +0.2% | +11.0% | +11.1% |
| 6M | +12.5% | +4.6% | +7.9% | +11.1% |
| YTD | +12.5% | +1.1% | +11.4% | +11.9% |
| 1Y | +10.1% | +4.7% | +5.4% | +8.6% |
| 3Y | +16.0% | +95.5% | -79.4% | -2.0% |
| 5Y | -17.2% | +111.7% | -128.8% | -31.7% |
| All | +142.4% | +261.7% | -119.3% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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