+133.7%
AMT vs HIG
+269.9%
-136.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | +1.6% | +2.1% | -0.5% | +1.1% |
| 30D | +4.5% | +6.7% | -2.3% | +2.8% |
| 3M | +13.8% | -1.9% | +15.7% | +14.2% |
| 6M | +10.0% | +5.3% | +4.7% | +8.6% |
| YTD | +11.8% | +1.3% | +10.4% | +11.1% |
| 1Y | +10.2% | +7.2% | +3.0% | +8.1% |
| 3Y | +15.1% | +96.6% | -81.5% | -2.8% |
| 5Y | -18.8% | +110.0% | -128.8% | -33.0% |
| All | +133.7% | +269.9% | -136.2% | +90.5% |
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