+133.5%
AMT vs HRB
+243.1%
-109.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -2.4% | -8.1% | +5.7% | -0.9% |
| 30D | +4.2% | +15.0% | -10.8% | +1.6% |
| 3M | +13.4% | +10.2% | +3.2% | +11.0% |
| 6M | +9.4% | +44.2% | -34.8% | +2.0% |
| YTD | +11.7% | +21.0% | -9.3% | +6.7% |
| 1Y | +7.1% | +12.0% | -4.8% | +3.8% |
| 3Y | +15.1% | +24.9% | -9.9% | +7.6% |
| 5Y | -17.9% | +144.6% | -162.5% | -33.7% |
| 10Y | +133.5% | +229.4% | -95.9% | +69.6% |
| All | +133.5% | +243.1% | -109.6% | +69.6% |
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