+1,433.3%
AMT vs HIG
+400.9%
+1,032.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +3.7% | +4.5% | -0.7% | +2.8% |
| 3M | +10.7% | -5.5% | +16.2% | +11.9% |
| 6M | +9.3% | +3.1% | +6.2% | +8.5% |
| YTD | +10.9% | -0.8% | +11.8% | +10.9% |
| 1Y | +10.5% | +6.1% | +4.5% | +9.1% |
| 3Y | +15.5% | +94.1% | -78.6% | +1.1% |
| 5Y | -20.6% | +106.4% | -127.0% | -31.6% |
| 10Y | +124.5% | +265.1% | -140.5% | +66.5% |
| All | +1,433.3% | +400.9% | +1,032.4% | +687.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling