-6.4%
AMT vs HRB
-9.2%
+2.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | 0.0% |
| 7D | +1.5% | -10.6% | +12.1% | +2.4% |
| 30D | +3.7% | -0.8% | +4.6% | +3.8% |
| 3M | -7.2% | +19.1% | -26.2% | -8.3% |
| 6M | -4.2% | +48.7% | -52.9% | -5.4% |
| YTD | +1.9% | +7.1% | -5.2% | +4.0% |
| 1Y | -6.4% | -8.3% | +2.0% | -0.3% |
| All | -6.4% | -9.2% | +2.8% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling