+105.4%
AMT vs HRB
+205.6%
-100.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.1% |
| 7D | +1.5% | -10.6% | +12.1% | +3.4% |
| 30D | +3.7% | -0.8% | +4.6% | +3.5% |
| 3M | -7.2% | +19.1% | -26.2% | -10.4% |
| 6M | -4.2% | +48.7% | -52.9% | -11.6% |
| YTD | +1.9% | +7.1% | -5.2% | -0.5% |
| 1Y | -6.4% | -8.3% | +2.0% | -5.8% |
| 3Y | +7.7% | +25.8% | -18.1% | +0.3% |
| 5Y | -30.9% | +111.1% | -142.0% | -42.8% |
| 10Y | +105.4% | +206.6% | -101.2% | +49.1% |
| All | +105.4% | +205.6% | -100.2% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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