+142.4%
AMT vs HRB
+221.6%
-79.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | +1.5% | -5.1% | +6.6% | +2.4% |
| 30D | +6.8% | +8.7% | -1.8% | +5.2% |
| 3M | +11.2% | -5.4% | +16.6% | +12.1% |
| 6M | +12.5% | +41.6% | -29.1% | +5.2% |
| YTD | +12.5% | +18.7% | -6.2% | +7.8% |
| 1Y | +10.1% | +16.4% | -6.3% | +5.8% |
| 3Y | +16.0% | +22.0% | -6.0% | +8.9% |
| 5Y | -17.2% | +141.2% | -158.4% | -33.1% |
| All | +142.4% | +221.6% | -79.1% | +76.0% |
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