-32.3%
AMT vs HRB
+112.6%
-144.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.9% |
| 7D | -0.2% | -9.1% | +8.9% | +1.2% |
| 30D | +1.8% | +0.3% | +1.6% | +1.5% |
| 3M | -6.2% | +23.4% | -29.6% | -9.4% |
| 6M | -5.0% | +45.1% | -50.1% | -10.6% |
| YTD | +2.1% | +8.9% | -6.8% | +0.8% |
| 1Y | -5.7% | -7.9% | +2.2% | -4.1% |
| 3Y | +7.9% | +27.9% | -20.0% | +0.9% |
| 5Y | -32.3% | +108.3% | -140.7% | -42.8% |
| All | -32.3% | +112.6% | -144.9% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling