+1,311.4%
AMT vs HRB
+938.6%
+372.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.1% |
| 7D | -0.2% | -5.7% | +5.4% | +1.3% |
| 30D | +4.6% | +7.9% | -3.3% | +2.2% |
| 3M | -8.4% | +32.1% | -40.6% | -15.2% |
| 6M | -6.0% | +62.2% | -68.3% | -18.4% |
| YTD | +2.1% | +16.4% | -14.3% | -4.0% |
| 1Y | -6.4% | -0.3% | -6.1% | -8.5% |
| 3Y | +8.1% | +36.0% | -28.0% | -4.8% |
| 5Y | -31.9% | +125.2% | -157.1% | -49.0% |
| 10Y | +97.1% | +237.7% | -140.6% | +19.1% |
| All | +1,311.4% | +938.6% | +372.8% | +347.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling