+1,311.4%
AMT vs HIG
+414.0%
+897.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | +4.6% | -3.2% | +7.8% | +5.3% |
| 3M | -8.4% | +9.1% | -17.6% | -10.0% |
| 6M | -6.0% | -1.8% | -4.2% | -5.8% |
| YTD | +2.1% | +1.8% | +0.4% | +1.7% |
| 1Y | -6.4% | +4.6% | -10.9% | -7.4% |
| 3Y | +8.1% | +101.6% | -93.6% | -6.1% |
| 5Y | -31.9% | +124.5% | -156.4% | -42.3% |
| 10Y | +97.1% | +317.8% | -220.7% | +42.4% |
| All | +1,311.4% | +414.0% | +897.4% | +621.4% |
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